Pentium and Centrino are both brands from Intel, the giant microprocessor manufacturing industry. They are both laptop components, though, but they deal with different hardware components of a computer. Pentium refers to the brand name for a series of processors which is released into the market and can be used both in laptops and desktops. On the other hand, Centrino is the brand name for the platforms of laptops basis that is produced by other makers.
That is why many laptop manufacturers like HP, Lenovo, Asus, and Panasonic offer Centrino laptops. Only a part is really needed in the Pentium, which is the processor, while three major parts are concerned with the Centrino, which are the processor, wireless adapter, and chipset. Centrino is only known for laptops, but Pentium can be found in laptops, desktops, and even other servers. This simply means, a Pentium can be found in a Centrino, but a Centrino is not meant to be a component in a Pentium.