Any input pin can already be clicked and dragged to the left side of the screen.

This results in that value to be displayed in the Dashboard. These values can also be changed in the same fashion as in the Pin Value window.

Thank you for explaining this function.

But How to do that when we need to pin values inside compound which are inside another compound?

When you are inside a Compound and you drag an Input pin (e.g. "Color") to the left side it becomes a brand new Input pin.
If you leave the Compound you can see the new input pin named "Color" on it.
Repeat this, until you reach the Root Compound to pin that input value to the dashboard.

Alternatively, you can use "tunneling" with the Transmit modules.
Tunneling makes it possible to create an invisible connection between modules/compounds. 

As with any other value put to the dashboard, you can connect any input property through a Transmit module to the Root node's Input. Simply connect the other transmit module to the desired node's relevant input. Bear in mind this connection has to be made with the appropriate Transmit module type.

To find out how to use the Transmit module and tunneling, please watch this tutorial:

https://youtu.be/leqVJhmy_zQ?t=129 

Thank you for this info.

But in my opinion it is easier if the user have the option to drag to dashboard to pin inputs 

Thank you, we will consider implementing it in the future.