No, UE 16 does not support locking (or pinning) files to the Recent Files list. As is mentioned above, since these forums are user-to-user based, IDM does not regularly read or reply to the posts in this forum. If you really want to see this feature, you need to email a suggestion/enhancement request directly to IDM.
In UltraEdit you can use File - Favorite Files to remember most often needed files or even folders. You can open your favorite files from this dialog or from tab Lists on the File Tree View. I think this feature is more useful because the number of favorite files and folders is unlimited while the number of recent files is limited and recent files works only for files and not for folders containing the favorite files.