sudo' a Terminal app command. Has nothing to do with Finder. For Terminal and Unix queries, post to the Unix forum under OS X Technologies. Provide some details on what you're trying to do and which isn't working and maybe someone can proffer a solution.
Finder is saying I don't have sufficient permissions to copy a folder. I'm the admin and I want to copy a folder. Sudo in the terminal would give me super user status and do it no matter what.
If you attempt to copy or move a protected folder or file in the Finder and don't get an authenticate dialog box, then your only option is to use the Terminal app. AFAIK, there's no infallible way to generate the authentication box or mimic the sudo command.