You can specify this on a per-forum basis, and the first post will appear on all pages, just like it would on the first page.
To sticky any post, editing a thread or edit a post with 'more options' and select the relevant spinner or checkbox.
On forums which force a sticky first post, sticky any post requires the "Can override always sticky post" post.
Options under Messages, controls behaviour of a sticky post on the page it would normally be located on:
- Always stick sticky post to top of a thread
- ... Except first post on the first page
I recommend using Add-on install & upgrade install this add-on.