That typically means the ICSP lines cannot correctly interact with the MCU. This can be because the lines are being controlled by some other part of the circuit, or there is a break in the lines somewhere between the PicKit and the MCU.
Also are you sure that the MCU can be read? If this is a commercial device that you are trying to clone, there is a good chance that the code has been locked so that it cannot be read. (However that normally shows itself by 0xff being thevalue of everything readfrom the MCU.) The only way to get around the read-lock is to erase the chip (which clears the code protection CONFIG register bits) biut that also erases the code youy are trying to clone.
Susan