With the current task manager (icons-and-text / icons-only) it possible to see the recent files. Coming from Windows I’m missing the abilitiy to pin often used files. I think this is better than to use the Kickoff Application Launcher for pinning files.
In Windows you can right click on a recently used file in the context menu and pin it. Also to unpin an entry, the context menu is used.
File explorer special case: For Dolphin it already works like for Explorer in Windows. You see the pinned folders in dolphin also in the context menu.
There is an old open ticket for it (Plasma 5): 423365 – Ability to pin frequently-used files to jumplists