man curl
curl is a tool to transfer data from or to a server, using one of
the
supported protocols (DICT, FILE, FTP, FTPS, GOPHER, HTTP, HTTPS, IMAP,
IMAPS, LDAP, LDAPS, POP3, POP3S, RTMP, RTSP, SCP, SFTP, SMTP, SMTPS,
TELNET and TFTP). The command is designed to work without user inter‐
action.
This is curl.
The command sudo apt-get install curl means you are going to download and install curl into your system.
So when you use sudo and every time you use sudo you will be asked for your password to ensure that you have permissions to do things for your system
Read this and this for more information about sudo.