No, not quite the same.
'Pull over' means to drive to the side of the road, and stop.
"drop me here" means to let me get out here.
Normally you would pull over, to drop someone off, although (a) you could drop someone off without pulling over - such as letting them get out when you stop at a traffic light, and (b) you could ask someone to pull over, without getting dropped off, for instance if you needed to be sick, or if you wanted to look at something on the side of the road.