You should check its settings because if the software doesn't support it, you won't have the possibility of adding it. However, you can do this with toolbars since the Pin To Taskbar is only available from Windows 8 and higher.
Create a folder on another partition and copy the shortcut to the folder. Right click the taskbar, and select Toolbar > New Folder. Select the folder you have created and the app is pinned to taskbar.