The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or diffusion), but large Q will inhibit this phenomenon. For large value of Q, the average velocity V (or the diffusion coefficient D) has a maximum with increasing correlation time τ . But for small value of Q, V (or D) decreases with increasing τ . In some cases, for the same value of Q and the same value of τ , non-Gaussian noise can induce particles directional movement(or diffusion), but Gaussian colored noise can not.