There are three places you can find a Pin button for trains and journeys.

At the bottom of the ‘Train details’ and Journey screens, there are Pin buttons.

You can also tap on the info box at the top of those screens to bring up a menu with a Pin button.

And on the results screens, if you drag from right to left on a row, it will reveal a Pin button.
When a train or journey is pinned, the Unpin buttons will be in the same place the Pin buttons were.