What's the difference between 'Go Around' and 'Pull Up'?
Going around is a process, pulling up is an action. When ATC tells you to go around or you say you are going around it means you are initiating a set of actions to abort an approach. Pulling up is a single action, i.e. increasing the angle of attack in order to climb, and would be part of a go-around procedure. 

Pull up is a non-standard phrase, in most parts of the world at least, but you might hear it as 'pull up and go around' in Canada. It also might be used in urgent situations to urge a pilot to act to avoid an obstacle or collision.