I'll seek some clarification on this, but here is what I can glean at present:
Pinky is a large pink plastic pig that looks like a traditional piggy bank. Set in Pinky's back is a slot which has a switch and a speaker, so that the game counts when players put in coins and occasionally "oinks". It seems from the rules that players are putting coins in Pinky from a communal stock, but on a certain die-roll get to shake the pig to get coins back out; the coins that come out are a player's score pile for the end of the game.