To pin a site in the taskbar, simply click on the three dots next to the browser's address bar to bring up the menu, move the mouse pointer to "More Tools" and click on the "Pin to taskbar" option. You can also choose to change the name when you are done, or leave it as is and click Pin.
Once you've completed this process, you'll also see all of the pinned sites in your apps list. They will be exactly the same as all other applications in the application list, and right-clicking on a fixed website will provide exactly the same controls as other applications. You will be able to pin them to "Start", "Open File Location", "Remove from this list" and, of course, delete them if needed.
The new version 22.214.171.124 is only available for Edge users in the Canary channel, which means that if you run Microsoft Edge Dev, it will not work.