To measure current you simply measure the voltage drop across a resistor in series with the load. In order to minimise losses, this resistor would normally be a low value (depending on the current involved), and you would use an opamp to amplify the voltage to a suitable level to feed the A2D in the PIC.
For an example, a 1 ohm resistor would drop 1V at 1A, and you would need a gain of 5 to give your 5V maximum reading for the PIC. However, 1V is probably far too much to lose, so using a 0.1 ohm resistor and a gain of 50 would only lose 100mV. The maths involved is pretty simple!.
If your opamp and PIC circuit is seperately powered, this makes things a LOT easier, if it's a common power source things get more complicated!.
You might have a look at my analogue tutorial, which could be easily extended to do what you want!.
One thing you haven't mentioned is your load?, a great deal will depend upon that!.