Screen-pinning is helpful when you want to "lock" the device to a specific app. This may help to prevent the kids from sending random emails when they were having the phone for their gaming hours, or this may also help prevent the grownups to switch away from, say, the Kindle app (or the much-beloved Moonreader app).
Nevertheless, it was not apparent to me when I wanted to start my first "screen-pinning" session.
First, one needs to first enable the "Pin windows" feature, under Biometrics and security > Other security settings > Pin windows. (It is at the bottom of the setting page, in "Advanced" section).
Then, to trigger such "Screen-pinning" session, one have two options:
While staying with the default "Recent apps switcher", launch the switcher and tab the icon for the app. To start a "Screen pinning" session, one need to click on the "Pin this app" menu entry.
I find the "Tack Changer" app handy, and need to switch to the "List" Layout Type. Then, triggering the menu is a bit tricky, as a precise tap on the smaller icon is necessary to trigger the menu list.
Comparing the two interfaces to "trigger screen-pinning for an app", the second one feels more natural for me. For the default switcher, it will always center on the previously used app rather than the current one. Before Samsung does anything about the Task Changer app, I will stay with the List layout and perform precise-tapping as needed to get access to the "Pin this app" menu option.
Let me know if additional screenshots are necessary.