In makeup, pigment usually refers to the the ingredient that gives a product its color and opacity. There are also products known as 'loose pigments' which are powdered makeup colors, usually designed to be used as eyeshadows.
When makeup is described as 'highly pigmented', that means you will notice it has dense color, and thusly gives fuller coverage.
More pigment is not always better. Sometimes you'll want highly pigmented products for more color payoff, but sometimes having sheer pigment is more desirable for a softer look.
Need a suggestion? Try one of these!
Loose pigments in a HUGE range of colors.
A highly pigmented liquid lipstick.
NARS Powermatte Lip Pigment
A super-pigmented concealer
Becca Ultimate Coverage Concealer