How to open folder in Finder as root (like right-click on folder does in Linux)?
To run Finder as root, you need to login as root.
This is NOT recommended.
You can enable the root user and then login as the root user.  The procedure is covered in this old article by Topher Kessler.
How to browse another account's files in OS X
But, I repeat, you should NOT do this unless you have a specific need that can't be met by using sudo in Terminal.
It is not something that I would choose to test, but I believe it is still (mostly) accurate.