Sticky notes was discontinued after Windows 7. It is available in the app store for regular workstation versions but not for server versions.
Starting Server 2012 (Windows 8 end user experience), sticky notes are not available.

For that reason you'd need to look at a 3rd party options. An example of such software is http://www.zhornsoftware.co.uk/stickies/
First we recommend to double check with the vendor that the software is compatible with your version of Windows server. Being that this is your own domain, we don't support the installation. You can try looking up the steps to do so.