Distance Points from A to B ? Which tool to use ?

[PROBERT68]

I have two points that look like close to each other but I wanted to know the distance between the two ?

Which tool should I use ?

I tried a few but it is kind of confuse to use it 

[RobertBorchert]

Measure Distance

[Robert_LeClair]

Or if the points are in 2 different feature classes, you can use the Near geoprocessing tool too.