Pin an Application to the screen
The answer to this very much depends on what you are trying to achieve.

Window on top, not full screen

If you want to keep a window on top, but not fullscreen that is only possible if the application developer has implemented it, usually in macOS applications this is called something like 'stay on top'. 

The recent few releases of macOS have really locked down the ability of each application to control others for security reasons, which means it's not possible to get a third party app to do this.

Full screen

One solution would simply be to make it fullscreen on the display, as the main display will remain usable. Some applications use a legacy fullscreen mode in macOS but that is pretty rare in 2020 as this was deprecated years ago.

If you want more than one application on the display is is partially possible by switching into Mission Control and making one applciation full screen, then dragging a second onto that full screen application creating a split screen view which adjustable widths.

Picture in picture feature

Some web browsers such as Firefox and Safari now have an integrated picture in picture mode for video play back, if you are specifically trying to keep a video running and visible while working you can do this and this window can be set to stay afloat.