I am using ZorinOS Ultimate Lite and I can’t pin any programs. Anyone knows why?
Are you referring to Pin to Panel?
XFCE does not have pinning as it uses libwnck, which is unable to properly track. To allow pinning, the d.e. would need to use bamf, with a whole 'nother deamon running to task open windows.
To get around this problem, the Zorin Team included Dockbar-X plugin with Zorin OS, which can handle pinning apps to the panel.
When you load a fresh installation of Zorin OS, this is enabled by default. All you should need to do is right click the item you wish to pin from the app menu and then select “pin…” from the right click popover menu from the app menu.