Chicago sick leave law is silent on notice requirements, but you need to be able to prove that your company is in compliance.
While Chicago law does not requirement employers to display sick leave balances on employees' pay stubs, but doing so may be the safer practice because it is clear evidence that you have informed the employee of the existence of this leave and that your business is accruing in compliance with the law.
According to a source from the City's Office of Labor Standards, an employee could arguably assert in a complaint that they do not have any sick leave, and produce their wage records to establish that there is no sick leave in their paychecks or wage records.
In some cases, where it would be a strain on human or financial resources to include this information on pay stubs, the employer could have an internal system to inform employees of the process for accrual, rollover and use of sick time. This might look like an end-of-year email informing staff of the policy, their current balance, and the hours that will rollover into the next year.
In any case, all employers must display the proper sick leave law notices and should include policy compliance information in their employee handbook or other onboarding documents.