On my PC, the option to change to PinYin input can be found the following way:
From “Regional and Language Options”, select the “Languages” tab. Select “Details…” from “Text services and input languages”.
I have to assume here that you install the “Chinese (Taiwan)” option with default keyboard settings. The default keyboard is some chinese charaters ending with 2002a.
From the “Installed services” look for Chinese (Taiwan) and the default keyboard. Under “Properties” for the default keyboard, there’s a “keyboard mapping” tab and you can select “HanYu Pinyin” as your favoured input method. There’s 7 to choose from.
You may need to select the correct keyboard by “Left Alt + shift” to cycle through the keyboards if you have several on your system. I have Japanese and English keyboard on my system and I have to choose the correct one to input in my desired language.
If you are still having difficulties, I can send you screen capture of how it looks like on my system.
Hope it helps.