There are some description images under this section that may be slow to loaded.

First, right click the files in the Explorer of the VSCode, then click the 📌 Pin Up in the popped up context menu.

Second, find the pinned files in the Activity Bar View or Explorer View. If you can not see a view with the title of 📌 PINNED FILES, right click the Activity Bar or Explorer View Title Context and check the 📌 PINNED FILES.