Sudo gives root access to the running process. This can be necessary depending upon the command and what it does. If you provide such access to a command you should be darn sure what is going to happen. I have no idea what your .command file is supposed to do nor why. But if it won't run without using "sudo," then that's what you must do to give it full root access (unless the script includes "sudo" for the command lines that must have it. In that case you would be prompted to provide your admin password for permission.)
Given the questions you are asking I would suggest you don't use this script until you find out more about what it does, why and how it does it, and why you should even be using it.