I’m trying to imagine in what context you would be having to use sudo as an ordinary desktop user, and cannot, so I don’t really know what you mean.
sudo is a command that lets you run another command as root.
Incidentally, in Exchange 2007, you do have to use a command shell for certain things.
It’s been awhile, but I had to run Sudo commands because of some hardware and software issues. IIRC, one application (or more) had to be installed through Sudo.