Assuming your trim is WOOD, you have a choice, either will work and Stain will be less likely to require further treatment down the road (peeling etc.), HOWEVER Pressure Treated Wood does not take Stain well… I would Paint it, being sure to Prime it first with an Exterior Oil Base Wood Primer… But You could try Staining a small area first to see how it comes out, Use an Oil Stain for sure!