I'm copying this question from over here: http://getsatisfaction.com/cyberduck/topics/can_i_use_sudo_over_sftp_with_cyberduck
I am having the same issue and finding it hard to find an answer:
I am using Cyberduck over SFTP. I can connect and browse files fine, but when I try to upload, I get a permissions error. Web host says I need to use the 'sudo' command. I know how to do this via Terminal, but it is possible to to tell Cyberduck to use sudo?
Please don't tell me to use root because:
What if you don't have root access or don't want to enable root access?
I had this same problem for a really long time, and I had resigned to simply using putty to edit files, or moving them from my home directory.
Unfortunately this is only a partial answer, as it does not work natively in linux. You might be able to use it in wine though. Turns out it is possible to do this using winscp.
Setup a new SFTP session in winscp,
After that, go to the SFTP section of the setup, select a custom SFTP server, and type in the path to the remote sftp-server binary with sudo -s appended before it. For this to work you need to enable running sudo without a password. You can use the whereis command on the remote server to find the path to sftp-server.