As for IJ 2016.2, I don't know about a specific setting for this. However, I used an approach that allows you to define a default layout for all projects. Despite the fact that the pinning window works, what this question is, some of them may not be saved, for example, Group Modulesin the maven tool window.
However, to set up pinning, you need to do 2 simple things, which you can also see in the GIF below:
1) Manually go and open all the windows you need
2) Open the menu Windowsand selectStore current layout as default

PS If you use tool windows that you have never opened before, or install new plugins that add their own tool windows, just follow these steps.