Has far has I remeber, The Sticky note is a part of One Note program that comes with Office familly. I guess if you got the new office and one note was not part of it it might have been removed. I remeber a few office edition ago it was enable by default. It might just be that they turn it off by default now, If you have one note you can turn the sticky note back on in it's setting from the main program.
If it was a gadget, probably can find it on the online store or download a 3rd party app to do the saem thing and probably better.