I don't know if it is a PortableApp problem or app problem.
I run FoxitReaderPortable.exe
RightClick on the taskbar button to pin the program to taskbar.
The problem:
The program that is actually pinned to taskbar (for the next launch), it is not the portable exe.
This is what pinned:
"...\FoxitReaderPortable\App\Foxit Reader\FoxitReader.exe"
Windows doesn't understand multi-EXE apps when it comes to pinning. You can pin it properly using the PortableApps.com Platform.
Sometimes, the impossible can become possible, if you're awesome!
RightClick on FoxitReaderPortable.exe file > Pin to taskbar
It just broken when trying to do this by the RightClick of the taskbar button.
Yes, clicking on the app while it's in the taskbar, and selecting "Pin to Taskbar" is not supported for portable apps, as John indicated above.
You need to select "Pin to Taskbar" from within the platform.
Here's a short screencapture I've recorded that a) demonstrates the correct way of pinning to the taskbar, and b) demonstrates that this pinned icon launches the portable copy as desired by clicking on it both on the taskbar and then from the platform: https://youtu.be/lG0SR7OOguo