pkg is a virtual module that is fulfilled by one of the following modules:

Execution Module Used for
aptpkg Debian/Ubuntu-based distros which use apt-get(8) for package management
brew Mac OS software management using Homebrew
ebuild Gentoo-based systems (utilizes the portage python module as well as emerge(1))
freebsdpkg FreeBSD-based OSes using pkg_add(1)
openbsdpkg OpenBSD-based OSes using pkg_add(1)
pacman Arch Linux-based distros using pacman(8)
pkgin NetBSD-based OSes using pkgin(1)
pkgng FreeBSD-based OSes using pkg(8)
pkgutil Solaris-based OSes using OpenCSW's pkgutil(1)
solarispkg Solaris-based OSes using pkgadd(1M)
solarisips Solaris-based OSes using IPS pkg(1)
win_pkg Salt's Windows Package Manager
yumpkg RedHat-based distros and derivatives using yum(8) or dnf(8)
zypper SUSE-based distros using zypper(8)