"pppoeconf" means something like "point-to-point protocol over ethernet configuration". It's a fairly specialized program that is sometimes used as part of the process of defining how a machine networks.
"sudo" is a very useful command, and it's not just for Ubuntu or even Linux - it's found in many Unix[TM] and Unix-like systems.
One of the biggest problems with Microsoft Windows is that too much work gets done with administrator security rights. Anytime you have elevated security privileges, malware has an opening. Linux tends to be safer, since the proper way to operate as a Linux user is NOT to login as an administrator. However, sometimes you briefly need administrator privileges to do things like install a program.
Instead of forcing you to log out and log in as an administrator or to switch user accounts (using the "su" program), the "sudo" (superuser do) program allows you to run just the one application with elevated rights. To keep malware at bay, sudo will prompt you for your password first.
Sudo is also very good for power users. The /etc/sudoers file can be configured to permit only certain users or groups to have sudo abilities and to limit what "dangerous" apps they are permitted to run.
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