"Stick Welding" is another non standard term. The correct term for that process is shielded metal arc welding, (SMAW). In this process a coated welding rod or "stick" is used as the electrode. Remember, the electrode is the part that conducts the electric current. An arc forms at the end of the electrode and this arc provides the heat source. In SMAW the coated electrode melts as the arc is maintained, mixing with the base metal being welded and forming the weld. The shielding gas, which protects the weld pool, is produced by the burning away of the coating which covers the electrode.
It sounds like you are interest in learning about welding and you may have asked these questions before but didn't understand the answers. Perhaps, because someone has confused you with these non standard terms.
If you truly want to learn, do yourself a favor and drop them. Use the correct terms when you ask questions about a particular welding process or when you look for information to read. Your efforts will be much more successful.
Bill, has listed a website which is an excellent source of information.
Once again, good luck.