After 5 moths (sorry for late) I've updated this tool. With this tool you can create shortcuts to a lot of immersive apps, start menu menus and charmbar too! You can find help in the program by pressing the "?" icon Website: [link]
You can find the associated app protocol, then pin the protocol (like you would pin a website). Like this : xboxgames:// will open xboxgames.
To find the associated the protocol, open desktop control panel, then go to programs > Associate file type or protocol to an app (not sure of the name, but that's how I translate it from french to english), then scroll down.
This tool will run on Xp and it will create the shortcuts, but these ones will not function because there aren't immersive apps. Only "Mail" and "Start menu" will function correctly (with another use of it