Can't open an app as root. Sudo command not found
You need to execute the unix executable, normally found in some.app/Contents/MacOS. To browse the app contents, right click on the app, and choose "Show package Contents".

You can simply drag and drop the executable in a Terminal window to get its path. Or you can right click, hold alt and choose "Copy as pathname". 

Run the command below first, using sudo on any executable is not recommended. 

/Volumes/Vuze\ Installer/Vuze\ Installer.app/Contents/MacOS/JavaApplicationStub


This of course assumes that you have already mounted the .dmg file downloaded from Vuze website.