Hey Ricky,
if you had added a radio station, or stream by inserting the streaming URL by Cmd-U.
This new entry acts like a song, a title. You can handle it quite like that.
This might be different to the "Apple Music" payed Streaming Service, but you will find the most popular radio stations and MUCH more as free streaming services, as URLs in the Internet.
This new entry you can add to a static playlist by drag-drop.
Or - you may first add the genre "Stream" to the new entry - you can now create a new Intelligent Playlist, that shall display all entries of the genre "Stream"
I dunno what you mean at "pin", there is no special section at the left navigation for this.
Anyway to handle the "Apple Music" payed streaming service "Radio" I also noticed as not that very user friendly. More to consume as to organise.
btw.: You might notice the 3 dots if you play this kind of radio, in the control bar, right to the "LIVE" - tag. It promised you to add this to a playlist or create a "Sender" (at German). But it's like promising Jetpacks. It's also buggy and does literally nothing.
I hope this helps.