Right-click the property anywhere in Blender (Properties editor, sidebar, header popovers, Outliner) and choose Pin to Quick Pin. To remove it, right-click the same property and choose Unpin from Quick Pin.

Render and scene settings, object transforms, light settings, modifier settings, material and World node values, viewport settings (Overlays, Shading, X-Ray...), Outliner toggles (Hide in Viewport, Disable in Renders) and Blender’s preferences such as Resolution Scale.

Yes, they’re saved with your .blend. Each file and each scene has its own pins. With Remember Pins on (the default), they even come back when you close a file without saving.