I'm sure that pre-Mango I read about the update providing the ability to pin parts of an app (i.e. not just the app itself) to the start page. How is this done - does the app have to be coded in such a way for this to be possible? For example, I would like to pin the WIFI section in Settings to the start page, but I can't seem to do it.
They are referring to 3rd party apps. And it's up to each dev for each to decide what element of their app is pinnable. There is an app in the Marketplace called connectiviy shorcut and couple others that will allow you pin Wifi to your start screen.