How to Set Your Bike Pin 2021 Harley-Davidson 

Turn the switch on... then use the left turn signal to scroll through each of your pin numbers, using the right turn signal to accept each... once you do all five numbers, it'll be ready to start.

It's for if you lose your fob. If you're out riding a drop your fob somewhere you use your pin to start the bike without the fob

No. What he failed to state in the beginning was that the working assigned key fob must be within a few feet of the bike to be able to access the pin code change program.