The sudo command is a program for Unix-like operating systems like Linux distibutions which allows a user to run a program as the root (the administator). It is an abbreviation for "super user do". "Superuser" means "administrator".
It is important to have a sudo command as it keeps normal users from making changes to the computer's files that can seriously mess up the system, making it unusable.
The sudo command must be used from the command line, but it can run together with any other commands and software that use the command line. For example, to delete a file(Example.php in this example) that require permissions that normal users do not typically have, the user can type:
sudo rm -r Example.php
Typing the above would show up like this:
user@user-desktop:~$ sudo rm -r Example.php
After that, the program would ask for the password. When the password is entered correctly, the computer would then run the command. Programs with a graphical user interface can also be run with sudo, but it may mess them up. Various desktops for Unix-like systems usually have their own version of sudo for such programs.