Microsoft never really allowed this. The way it was working for old operating system versions were by using WMI to get the shortcut object and get it's verbs (right click menu). In Windows 8.1 Microsoft removed these verbs to prevent programs from pinning there shortcuts on installation.
Please review the following cases on the Web:
The following link shows the answer from a Microsoft developer as: Officially there is no API to pin an application to Start or the Taskbar. This is a user decision and not the decision of an application creator or an installer to pin an application, How to use API to pin a shortcut to start in windows 8.1 by C/C++?
A possible way to try to do this is using the Microsoft ADMX template called StartMenu.admx for Windows 8.1 and 2012 R2. The ADMX can be downloaded from this site: Administrative Templates (.admx) for Windows 8.1 and Windows Server 2012 R2
Then the StartMenu. admx can be imported using DA Group Policy Template. In the ADMX settings are the the 'Pin Apps to Start when installed' options for the machine and the user.