From the linkUse this utility to allow you to pin virtually anything to your Start screen.
Have you tried the utility? I doubt my SP3 is that special that it only works on mine. I noticed that message is dated September, 2013, but I've been using the utility since September of 2014, (when I bought my SP3), and I haven't encountered anything it wouldn't pin: Files, folders, programs, and videos, like the op was looking for.From the link
"Microsoft has disabled the programmatic access to Start Screen items pinning in Windows 8.1 and above. This is impossible to fix."
That sounds rather definitive.
Use OblyTile: http://forum.xda-developers.com/showthread.php?t=1899865
Works great and will let you customize your start screen anyway you like.