To add yourself to the wheel group you should be able to, as root, type in
gpasswd -a <user-name> wheel
That will add the group wheel to your user. You can also add yourself to the root group the same way.
If you wish to use sudo, you must first make sure that sudo is installed. Check documentation for your distribution on how to do that. Then add this line to the /etc/sudoers file
<user-name> ALL = (ALL) ALL
It's been a long time since I've used sudo so that might be incorrect.
Also, depnding on your distribution, you may be able to use this command.
su -c <command you want to type>
Either one of those last two solutions will require a password. Sudo usually requires you to type in the uers password that you're signed in as, whereas the su command will require the root password.
Keep in mind that sudo is not recommended because it can be considered a security risk.