In windows 8.1 the options to pin newLISP-GS to task bar never appears. Windows will allow it pinning to the start view. newLISP can pin to either the task bar or start view. Anyway start view sucks and so I usually use the desktop which does have a shortcut, so all is not lost.
This is the current distribution of newLISP-GS v1.63 and newLISP 10.6.2 32-bit.
Just FYI.
Right-click the desktop shortcut, and Pin to start. Then, in start view, select the icon, and Pin to Task Bar from the bottom menu. Worked for me (newLISP-GS 1.66, newlisp 10.7.1 (64bit)).