If when you right-click on any program icon or folder, the Pin to Start context menu item is not working or is missing in Windows 10, then you will have to make changes to the Group Policy. If your edition of Windows 10 does not ship with GPEDIT, then you can always edit the Windows Registry. Windows 10 Home users may therefore need to edit the Registry.
Pin to Start not working
Before you begin, you may want to create a system restore point and/or backup your Registry first.
1] Type gpedit.msc in the taskbar search and click open the Group Policy Editor.
Now navigate to the following setting:
User Configuration > Administrative Templates > Start Menu and Taskbar
In the right pane, double-click on Prevent users from customizing their Start screen to open its Properties.
This policy setting allows you to prevent users from changing their Start screen layout. If you enable this setting, you will prevent a user from selecting an app, resizing a tile, pinning or unpinning a tile or a secondary tile, entering the customize mode and rearranging tiles within Start and Apps. If you disable or do not configure this setting, you will allow a user to select an app, resize a tile, pin/unpin a tile or a secondary tile, enter the customize mode and rearrange tiles within Start and Apps.
Change the configuration to Not configured or Disabled.
While here, you may also want to ensure that the Start Layout policy is also set to Not configured or Disabled.
2] If your Windows 10 does not have the Group Policy Editor, Run regedit to open the Windows Registry.
Next, navigate to the following registry key:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Policies\Explorer
In the right pane, see if NoChangeStartMenu exists. If it does, right-click on it and select Delete. Or you may give it a value of 0.
Now navigate to the following key:
HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Explorer
Look for and delete the LockedStartLayout DWORD, if it exists. Or you may give it a value of 0.
Restart your computer and see if the Pin to Start context menu option works for you.
3] If one of the above options do not help you, you might want to re-register the Shell32.dll file, by running the following command in an elevated command prompt window:
regsvr32 /i shell32.dll
Here regsvr32 is a command-line utility used for registering and un-registering OLE controls like DLLs and ActiveX controls in the Windows Registry, Shell32.dll is the file that handles shell API calls and the /i parameter calls the DLLInstall function.
Hope something helps you.