The "Terminal" application is a utility program that allows access to the underpinnings of MacOS. It's the geekier side of things.
You can find it at /Applications/Utilities/Terminal.app or by press the Command and Space Bar Keys and start typing in Terminal. Terminal.app should autofill as you type, hit Return/Enter to open the application. The "sudo" command will only work if the user account you use has administrative privileges. Also, the line with "sudo" in it, don't copy the "#" at the beginning, just everything after it on that line, paste it into the terminal and hit enter.
I hope this helps.