Screen pinning or pin windows on Galaxy S6, lets you lock the current view of the screen so no one can view other apps until a pass code (PIN, Pattern) is provided. In other words, if your friend is watching a movie on your Galaxy S5, he is not able to go to the gallery and view your pictures without knowing the password and he is restricted to just watching the movie.
So, to enable Pin Windows on Galaxy S6, do as follows:
1. Open the Settings app
2. Under the Personal settings, tap to open the Lock screen & Security settings
3. Touch the Other Security Settings option and then under the Advanced Settings touch the Pin Windows option
4. Use the toggle button on the top right and enable the Screen Pinning feature
5. Now, open the application you'd like to pin on the screen, tap the Recent Apps button and touch the Pin icon on the bottom right