Software installation with GUI package installer using sudo permission

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http://unix.stackexchange.com – I have the sudo permission, and I can install any software using the CLI. But I want to know that whether sudo works with package installers in GUI mode. For example I have a .chm file and I want to open it with a mouse click, but chmviewer is not installed. So some prompt appears to search on net and by clicking on that pop-up it has suggested some packages e.g kchmviewer. But when I clicked on <install> it pops-up asking for the root password, which I dont have. Is there a way to install software in GUI mode when you have sudo permission, but not the root password? Just for curiosity (HowTos)