In Diamond Painting, the term "drill" is used interchangeably with the word "diamond." For most kits, you can choose between whether the shape of those tiny diamonds is SQUARE or ROUND. It's entirely a preference thing.
Most people prefer Square Diamonds, because they create a "fuller look" when you're finished painting. Others like Round because they're considered easier to pick up and apply to your canvas. For a detailed look at the Pros and Cons, have a look at our Square Vs. Round Drill Guide here!