Possible to keep a window in all virtual desktops?
This feature arrived on some version of Windows 10 (maybe anniversary update):
Press <WIN>+<TAB> to go to view where you manage the windows and desktops. Right click on some window and choose "Show this window on all desktops"
As for now, Microsoft Windows 10 doesn't allow that, as mentioned in this article, but if you are writing an application, it provides a shell interface that will allow your application to be notified (only if it is focused when switching to the new virtual desktop), so you can program your application to move itself to this new virtual desktop.
However, notice that there are limitations: it won't allow you to move a different window that is not part of our application to the current virtual desktop, neither let your application be notified if it is not focused.
http://blogs.msdn.com/b/winsdk/archive/2015/09/10/virtual-desktop-switching-in-windows-10.aspx