When a sticky note is deleted in Notezilla for Windows, it is actually sent to the 'Trash' memoboard. The 'Trash' is emptied periodically. To trash a sticky note, click on the Trash Note icon in the note toolbar. You can also press Ctrl+D shortcut key from the sticky note.
To permanently delete a sticky note without sending it to the Trash memoboard, hold the Shift key and click on the Trash Note icon.