What each one is
A hijab here usually means a long rectangular or square scarf that you wrap and pin yourself. A khimar is a cape-like covering that goes over the head in one piece and falls over the shoulders and chest, often with no pins at all.
When a hijab works best
Choose a hijab when you want variety. The same scarf can be wrapped a dozen ways, it adds colour or pattern to a plain abaya, and it packs small. It takes a little longer to put on, and a few pins, but it gives you the most control over how the outfit looks.
When a khimar works best
Choose a khimar when time matters. Early classes, long commutes, workdays with prayer breaks and days with children in tow are all easier when the covering goes on in seconds and stays in place without adjusting. The generous drape also gives full coverage over the chest and shoulders.
Having both
Most women end up with a few of each: khimars for busy weekdays, hijabs for the days when there is time to style. Keeping the colours close to your abayas makes every combination work.