Hello! My name is Ben a fellow member here in the community, not a Microsoft employee. Hope you are doing well!
Can you tell us what is the error message or what is happening when you are setting up a Windows pin? Also, are you using a domain computer or network?
The normal way to Add or to Change PIN on Windows 10, is the following:
- Go to Start > Settings > Accounts > Sign-in options.
- Select Windows Hello PIN on the left.
- Click the Add button to create a new PIN for your account, or the Change button to modify you PIN.
You may also check this page to manage your Windows Pin:
https://support.microsoft.com/en-us/windows/cha...
Looking forward to your response so we can try and assist you further.