The 'Set Sticky' button ensures that the media marked with this feature will always be shown at the top positions of the widgets (carousels and galleries):

Conversely, unclicking the button will allow to unmark the photo of its statical status and return to its original order.
If you have a #UGC package, this option can also be found in the 'Top Photos' section:

Once you've identified your best-performing photos, you can mark them as Sticky highlighting them to continue to generate value.