Most consumer pickup trucks are not capable of anything close to the weight of a 38' LOA monohull sailboat with trailer. Also, a CDL still would be required regardless of whether it was a pickup truck with fifth wheel trailer or a tractor trailer... and I seriously doubt that any standard pickup truck is capable of towing 20,000 lbs safely. A normal pickup truck is probably about 5500 lbs. or so... towing a load nearly four times its weight is not safe.
SD:
The capacity of the modern day "pickup" truck is quite high. These new diesels are capable of towing 20,000-25,000# and they can be modified for a 5th wheel trailer for additional capacity.
My Hunter 36 was hauled from Stockton MO to Stockton CA behind a Dodge 3500 on a 5th wheel trailer. The boat is rated around 16-17,000 plus the trailer.
Personally I would NOT recommend that anyone does this, but the dealer that I purchased the boat from hauls even larger boats than this with this dodge.
I did not see that Todd mentioned a tractor/trailer setup. That is why I mentioned about sailing the boat down the coast.