So we have a terminal server or other multi-user Windows machine, Windows 7/2008R2 or later. We want to pin one or more icons to the taskbar, for all users. We discover that this is not something extremely easy to do :-) We can, at least reasonably easily, set up the same taskbar icon set for all users, thusly:

1. Log into the one machine, and set up the taskbar as you would like it to appear for all.
2. Export the following registry key:
   [HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Taskband]
   to a file named TaskBarPins.REG. Put it in a permanent folder outside of user space, e.g. C:\AutoSettings, it will be imported automatically at every login.
3. Create SetTaskBarPins.VBS in C:\AutoSettings, containing the following text:

Option Explicit
On Error Resume Next
Dim objShell, ProgramFiles, sRegFile
Set objShell = CreateObject("WScript.Shell")
sRegFile = """C:\AutoSettings\SetTaskBarPins.REG"""
objShell.Run "Regedit.exe /s " & sRegFile, 0, True
Set objShell = Nothing

4. Create a shortcut to C:\AutoSettings\SetTaskBarPins.VBS in C:\ProgramData\Microsoft\Windows\Start Menu\Programs\StartUp.

The next time any user logs into this machine, nothing will appear to have been changed. But when they log off and then log on after that, their taskbar will be the same as the one you exported.