If a PIC MCU provides multiple Vdd/Vss should you provide power to them all?
Each Vdd and Vss pin (and AVdd and AVss, if present) must be connected, and each pair should be decoupled. Multiple supply pins with their own decoupling ensure that different parts of the chip receive a clean low-impedance supply, which wouldn't be the case if the supply was distributed inside the chip itself.
For decoupling to be effective, the connections to the pins should be short with wide tracks to minimise inductance. The supply track should go to the capacitor and then to the pin, just putting the capacitor on stubs with the supply and ground going to the pins first isn't a good idea.
As stated in the datasheet, all power and ground pins must be connected. This includes analog power and ground too (AVdd, AVss). Each power pin should have its own bypass capacitor as close as possible to it.
Multiple Vdd and Vss pins are probably internally connected to a point. However, due to constraints of the die, each of these feeds is separately required. The PIC may appear to run with only one pair connected, but some voltages inside the chip are then probably not as intended and various subtle things might go wrong.
While you can run a PIC off just the one pair of power/ground it isn't advised.
One power pin can only safely provide a certain amount of current. Having 2 doubles that current capacity.
The ground pins are often also heat-sinks, so not connecting them could cause too much heat to build up in part of the chip.
Multiple decoupling capacitors with separate feeds into the chip will improve the overall current draw and signal cleanliness of the PIC.
So yes, for simple experimentation and prototyping you can just use the one pair if you want, but for anything in production use them all.