To me it seems there's no difference and you can prove each from the other one.
Having proved $\vdash p\rightarrow q$ we can get $p\vdash q$:
- $\;p$ --- premise
- $\;p\rightarrow q$ --- theorem intro
- $\;q$ --- $\rightarrow$ elim 1,2
and having proved $p\vdash q$ we can get $\vdash p\rightarrow q$:
- $\;\bullet\; p$ --- assumption
- $\;\bullet\; q$ --- Sequent Intro 1 ($p\vdash q$)
- $p\rightarrow q$ --- $\rightarrow$ intro 1,2