Why is it that in Linux or Zorin we can not pin a browser or any program direct to the task bar like we can in windows. I have been trying to do this and follow directions and they do not work. Again why is it that there is not a easy way to do this.

Functionality like that is dependent on the desktop environment you are using.

So, which desktop environment are you using? And which instructions did you try to follow?

I have zorin 9.0 lite and have tried different things that I found when searching the web for how to pin a browser to the task bar or to the bottom panel. You can get many ideas and I have tried most of them but again I do not understand most of the language that they are using.

I know what you mean about language. When you say "task bar", I understand that as the area on the panel that lists the current programs in the current workspace! What you want is a launcher icon on the panel!

Zorin Lite is using the LXDE desktop, which I find one of the most confusing to configure. This seems to do what you want (I can't check it still works, as I don't have LXDE)
http://www.ipernity.com/blog/67098/278902

Linux being versatile, you can put also an icon on the desktop
http://wiki.lxde.org/en/How_to_make_...on_the_desktop

Or you can do what I do, and have a keyboard shortcut (use the Super key, which you'll know as the Windows key): for my file browser I use Super-f and Super-h to go straight to /home
http://wiki.lxde.org/en/LXShortCut

first of all, it is possible.
but to directly answer your question:
linux is not windows. linux will never be a 1:1 exact copy of windows.

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