I'm late to the party on this one, but Windows 10 no longer has the Sticky Notes app built-in. It has been moved to the Microsoft Store (a.k.a. the built-in Windows 10 app store).
Here is a direct link to the app in the store: https://www.microsoft.com/en-us/p/microsoft-sticky-notes/9nblggh4qghw?activetab=pivot:overviewtab
And yep, it is still free. Only issue... you must sign in with your Microsoft account to use it. Oh well...