It is connected to two pins of the PIC and two capacitors going to +5v.
A good practice is to have capacitors going to Gnd, even it does not matter with good decoupling (good decoupling??).
I believe it is the input to the crystal and the common to Ground.
A good practice is to connect the o'scope to output of the crystal oscillator - see the datasheet which oscillator's pin is the input and which is the output. Try to use a small capacitor (ie 4.7pF) in series with your probe's tip.
The best way to measure the oscillator's frequency (pic or avr or other) is to feed the clock (or its fraction) to an output pin and to measure there..