Hi Søren Printz Christensen,
"Release to warehouse" is meant to be used with Advanced warehouse, which ultimately allows you to use warehouse App that comes with D365.
"Release sales order picking" works with basic warehouse and carried forward from previous versions. This doesn't use advanced warehouse and directly creates picking list (instead of load/shipments etc.). If you use this route, you won't be able to use warehousing app.
Hope this helps you decide how to proceed from here on.
Thanks,
Satish Panwar
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