Again, please either read the XF2 manual or go through the ACP settings yourself or search the forums for "prefix".
https://xenforo.com/xf2-docs/manual/threads/#prefixes
Anyway, again, you just go to your ACP, create a prefix, make it available in a node you want to have it, and then you can assign a prefix to any threads (sticky or normal, doesnt matter).
You can even use FontAwesome Icons (like the pin) in your prefix, if you use custom css. So instead choosing a default XF style for the prefix, you choose a custom one while adding the style in your extra.less template.
Just search the forums if you dont know what I am talking about.