On my system, the Growl preference pane is under Other in the main System Preferences application (Apple menu). It has several anchors (tabs).
Growl Preferences screen shots and documentation
The Applications tab should have a list of applications, including at least SuperDuper!. When you click on SuperDuper!, the list at the bottom should show a list of notifications that SuperDuper! might send: Scheduled Copy Succeeded, Copy Succeeded, Scheduled Copy Failed, Copy Failed. When the check box in the Sticky column shows a check, that type of notification will always be sticky. When it is unchecked, that notification will never be sticky. When it shows a dash/minus, it will be sticky only if the application requests stickyness.