Description:
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From manual page: http://www.php.net/pdo.query
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From the PDO::query() and PDO::exec() manual pages it looks like they do exactly the same thing with the only difference being the return value, however reviewing the PHP source code, it appears that there is a subtle difference that I feel should be noted.

Since PDO::query() internally does a prepare() followed by an execute(), this means that the queries allowed must only contain syntax that is listed in the list of "SQL Syntax Allowed in Prepared Statements" (http://dev.mysql.com/doc/refman/5.6/en/sql-syntax-prepared-statements.html#idm46981480871472) or else you get something like:

"SQLSTATE[HY000]: General error: 2030 This command is not supported in the prepared statement protocol yet"

Test script:
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<?php

// Note "USE" is not permitted in prepared statements (see the URL above)
$dbh->query("USE db_name"); // Fails
$dbh->exec("USE db_name"); // Works