Making a thread sticky:
If it's your thread, you can just select it when posting the first post. If it's someone else's thread, edit the first post and select sticky.
About the moderating tools in the lower left corner.
I recommend you don't use the delete topic button, prefer to lock the topic. Unless it's something that shouldn't be seen by anyone.
You can use the move topic button to move topics between forums. For example when someone posts about their new bicycle in the Notrium forum.
The lock topic button you know already.
Split topic can be used for actually splitting topics. For example if there are two distinct discussions in a topic, you can separate them. I use it rarely because I find it difficult to use.
This tool can also be used for mass deletion of posts. Just move all the useless posts of the thread to a new one, then delete the new one.