There are two ways to add a pinned message to a conversation's Pinboard. The first option: click on "Create a pinned message" on the Pinboard to add a new pinned message.
The second option: choose an existing message, right-click on it to open the message actions menu and choose "Pin" from the dropdown that appears.
Do note that when you choose the Pin message action, the pinned message is created as a new message in the same conversation. The original message will remain as it is.
Read more from our blog: Pinboards - to pin or not to pin?