Having an administrative account on a Linux machine doesn't mean that every command you execute is automatically run with full permissions. This would be unwise and may even make your system unusable.
To run a command with full access to the file system, you can add sudo
before the command. This will run the following command as the actual root user, so it gains the needed permissions.
Example:
sudo cp .bully /
This would copy the file .bully to the root directory. This wouldn't work without sudo, as the root directory doesn't provide write access to anyone but the root user.
To include my comment into the answer: You should never run a program with administrative rights, if you don't know what you're actually doing. Before you start messing around, with sudo, I recommend you to at least learn the usage of the following comands by heart (including options):
ls, cd, cat, less, more, grep, rm, mv
If you can use these commands properly, you can accomplish many tasks from the termina. Only if you feel sure in using them, you should start doing administrative tasks with sudo. There's a nice game for learning to use Bash commands: Terminus
sudo cp .bully /
– MadMike Oct 16 '14 at 19:23