sudo is only available in certain distrobutions.  In others, you must use 

    su

to switch to the root user, the run the command.  They are NOT assuming you are already logged in as root, since you should never just be running things as root.  They are assuming that you know enough about your system to know how to run something as root.  It is quite common to need to run installations as root, so do be used to how to do it on your system.