It depends on the team and the league they are in...
Man Utd will be in PES but will not be licensed this year. There is some significance as they have been the consistently licensed English team for many years now. As Konami can only license 2 teams from the Premier League it will be Arsenal & someone else.
As has been said many times, the German League is even more strict, Konami can feature 1 licensed team from the Bundesliga and 0 unlicensed teams.
There is no exclusivity with the Italian, Spanish, French & Dutch etc leagues so all teams from those leagues will be licensed in both games. The deals that EA & Konami are making with teams from those leagues will restrict things like stadiums for said teams in the other game...