What is the difference between the electrostatic potential energy of a charge immersed in an electrostatic field and the potential energy between two charges?

I mean, I'm not asking for the formulas - which I have - nor for their derivation, but I'm asking for the link between the two concepts.

Is there a connection between the two? Are they the same thing expressed in different ways? What does change?

Could the same be applied to gravitational potential energy as well?