As I understand Ubuntu's way of allowing sudo, a user must have 'administrative rights' for sudo to work.
I don't know who set the system up, but you may need to talk to an administrator to get the privileges. If you installed it yourself, then you have several choices.
It is possible to enable the root login in Ubuntu. It is not recommended on their web site however. If you are the only user of the system, then that may not be a bad idea.
You can create a new account with Admin privilges, and then use sudo.
Here is a link to help you out.