There are different versions of sticky wilds but of all sticky wilds they have one thing in common, they add to payline win spins by completing additional combinations.
Net Entertainment, for instance, has expanding sticky wilds in their slot game, Alien Robots. In this game, wilds expand to cover the entire reel and hold in place for free spins. The expanded sticky wilds then revert back to their original size after one spin and substitute for all symbols except scatters.
Sticky wins have all kinds of special ways in which they work for each game. For example they can be in the base game or in the free spins game or it can be a feature in both. One of many ways to play - the Sticky Wild feature is becoming more and more a special slot feature.