First try:

Computer Configuration -> Administrative Templates -> System -> Logon -> Turn on pin sign-in

Turn on & enable PIN sign-in for Domain users

3. In the right pane of above shown window, look for the setting named Turn on PIN sign-in which must be Not Configured by default. Double click on the same setting to get this:

PIN-Sign-in Disabled-2

4. Finally, in the above shown window, click Enabled and then click Apply followed by OK. You can now close the Local Group Policy Editor window and reboot the machine. After restarting the system, you should be able to use create and use PIN sign-in.