Only whole threads can be pinned, individual posts cannot.
Only BOs (Board Owners) can pin threads, and ofc, the global staff.
If you are a BO, that is you own a board:
1. open the thread you wish to pin
2. click moderate thread
3. from the three checkboxes (lock, pin, cyclic) check the Pin
4. click Save
5. ???
6. PROFIT

Ofc, you have to be logged in and your own board opened.