KB00018 - Where can I find the Stickies data file?
Quick answer
Open the About box, by right-clicking the little yellow task-tray icon in the bottom right, and clicking on "About Stickies..."
The path which Stickies is using to store data is shown at the bottom of the box. You can swipe the mouse across the text to select it if you like, or click the "..." button to open the path in Explorer.
Slightly longer answer
Which directory is chosen is based on a number of factors. These are better explained in the Stickies help file. Open this by pressing F1 in a sticky, and then take a look at the 'Backup' page.