How to correctly install dokku - with or without sudo?

You should run those three commands as sudo:

sudo su -

The dokku binary will run code as the dokku user even if you execute as root. So it should be fine to run that as is. Once you are the sudo user, just run the install instructions listed in your question. Hope my answer helps ! :)

I also contacted them as they mentioned:

In the future, we'll have a method to install plugins directly with a dokku command

As far as I can tell, you need to run it as root. A traditional way to install a program without root-privileges is to download the source and compile it, which can be done by running:

git clone https://github.com/progrium/dokku.git

make

make install

Dokku's makefile depends on apt-get, which requires root access to run.

I'm not familiar with dokku or dokku-mariadb, but I think the author of dokku-mariadb also assumes root access.