https://superuser.com/questions/179660/how-to-recursively-delete-directory-from-command-line-in-windows
This removes the directory C:\test, with prompts :
rmdir c:\test /s
This does the same, without prompts :
rmdir c:\test /s /q
Regarding the sudo part of your question, if you need more priviliges, you can first open a new shell as another user account using the runas command, like this:
runas /user:Administrator cmd
rmdir c:\test /s /q
