After you install Windows 7, you may notice that it comes with already pre-pinned programs in the Taskbar such as: Windows Media Player, Windows Explorer or Internet Explorer. Good thing is that this list is not final and you can modify it according to your personal needs and pin whichever program you want.
Here is how it goes:
From the Start menu, navigate to the “All Programs” list and locate the program you want to pin:
Then right-click on the program (in this case I pinned MS Word 2013) and from the context menu choose “Pin to Taskbar”.
Another approach is, when you have the program opened just right-click and choose “Pin this program to taskbar”.
How to remove pinned program from taskbar
Just right click on the already pinned program and choose “Unpin this program from Taskbar”