What does "sudo dpkg" mean?

Many times, I have used following comment.

sudo dpkg link/to/the/package

But, what does that mean?

1. dpkg is the software at the base of the package management system in the free operating system Debian and its derivatives. 
2. dpkg can be used to install, remove, and provide information about .deb packages. 
3. dpkg (Debian Package) itself is a low level tool.