The technical term is called PIN. Right click on any application that is running and choose Pin to Task bar. Also notice that the commonly used files appear there. You can PIN commonly used files as well so that you can open them in just one click. Browsers, Office applications and all other applications you use commonly should be pinned to task bar.
What else can be pinned? Even common web pages can be pinned. Drag from the icon in the address bar and drop it on the task bar – as shown above.
Also notice the right click menus – apart from showing recent files, these have interesting options as well.