I found a solution to my own question. I opened File Explorer, which opened an icon on my taskbar. I then navigated in File Explorer to a folder I'm willing for the taskbar shortcut to open to (in my case, the C drive), then right-clicked the taskbar icon and the pin to taskbar option was there.
But that's a workaround. Start11 should offer the option to pin all items in the apps list to taskbar.
