LXDE (the desktop of Raspbian) uses LXPanel. LXPanel has several "applets" that aren't actually connected to each other. The "pinned applications" (whose official name is "Application Launch Bar") applet is one, for example. Another one is the "Task Bar (Window List)". In Windows, those are nicely integrated, but not in LXDE, where different applets share practically nothing. If you wanted to "pin" a program, you would have to go to the settings of the application launcher, add the application manually (which in some cases means writing your own
.desktop files). That is then completely unrelated to the window switcher icon. These features do have some upsides, though. Remember how in Windows, you were forced to that same panel layout all the time? Not the case here. You can move things around however you like. In Windows, all applications had was the system tray icon. In Linux, there is a tray, but applications can easily add their own applets that can be much more powerful that a tray icon.
All these applets can be added or removed from the panel. You seem to have accidentally removed the pinned applications applet. To re-add that, follow these super simple step by step instructions.
- Right click anywhere on the panel.
- Click "Add / Remove Panel Items".
- Click "Add".
- Find "Application Launch Bar" in the list.
- Select it and click "Add". It should appear on the very end.
- Click "Up" until it is above "Minimize All Windows" but below the "Spacer" above it.
- Now click "Preferences". It should show 2 columns, the 1st one containing displayed apps and the second containing the remaining ones.
- Select the apps you want to add and hit "Add".
You should be done now.
TLDR: Read the numbered list