I often see people use a "pin" on Windows and I never got it. What is the purpose of a pin makes it different from a password?

PIN numbers are easier to remember. Remember, 99% of the population does not care about defense against state actors, just stopping nosy co-workers or family members from looking at their stuff. The next group (which I would include myself in) is concerned about theft (both physical and remote), where someone can get "unlimited" access to your machine and may be able to defeat a short PIN but is unlikely to beat a strong password. If you are in the realm of defending against state actors, then that is something you have to take multiple steps to ensure, and a single slip-up will tank your operation (like with this lady).