HC06 is a 3.3V device. So power it from a 3.3v supply. Make grounds of both supply common.
You should reduce the 5V TX output of PIC to 3.3V by using voltage divider resistors before connecting to RX of HC06. You can use a 10K and 4.7K for that.
3.3V TX output of HC06 can be directly connected to PIC RX. PIC will detect 3.3V as HIGH level.