dpkg can be run at two levels. Many of the information features of dpkg are available to an unprivileged user account. For tasks like removing and installing packages, root privilege is required. This root privilege may be obtained from tools like sudo or su if root login is undesirable. Scripts that use dpkg to install or remove packages must either be run with root privilege or have the facility to gain root access for the critical operations.
sudo is provided as an alternative to logging in as root to obtain those privileges. Entries in the controlling file (/etc/sudoers) determine the commands that a given user can execute with root privilege. In this way, individuals or groups may be given access to areas of the system which are normally off limits.
What's with all this need for root access? Isn't it dangerous to use root for such a simple thing as package installation? Well, look at it from another point of view. Would you wish any user on your system to be able to install a potentially important package on your system? Those, hopefully, few people that are trusted to do the maintenance jobs that require root access are also those folks who should be trusted to install and remove packages.