It's not possible directly with Intune or any other deployment tool just like it isn't possible for normal exe apps. Users should know how to perform simple operations like this themselves.
If you must do this, then you'll have to wrap the wrap in a batch file or PowerShell and initiate the proper command to do the pinning from there. Can't say I've tried this though so can't give any details or ensure 100% that it will even work.
Jason | http://blog.configmgrftw.com | @jasonsandys
