Sticky windows are visible no matter what tags are visible at any time. All sticky windows have a green title bar. They can be either floating or tiled.
To make a window sticky, focus it and press Super+Ctrl+S. Pressing Super+Ctrl+S a second time unstickies it.
Some special windows behave in similar ways to sticky windows and are also marked with a green title bar. Examples for this include overlays and scratchpad windows.