If you launch a program from a shortcut that has compatibility mode properties set you should still be able to pin.
Generally you can only pin programs to the taskbar that the taskbar knows how to relaunch. If the taskbar can determine which shortcut matches the process that owns a window that shortcut is what gets pinned. If it can only find the executable then it creates a shortcut to that executable and pins that shortcut. If it can't find any way to relaunch then it won't give the option to pin.
What process/shortcut are you trying to pin?