How do I do this ad?

To add those Ads you need to use WPQuads Ads plugin, It is a free plugin using which you can add those ads and it has many other features.

Pardon me for the previous message. That feature in WPQuads ads plugin is under development, currently it is not available.
We have check for this feature in other ads plugin and found AdsForWP plugin has this feature. You can add those ads(sticky Ad) by selecting the
option as shown in the following screenshot https://prnt.sc/10gq2op.