In a new Debian server install I too found out that sudo is not installed by default, but it can be done as root:
$ su root
# apt install sudo
What puzzled me is that I still got errors with visudo and usermod:
# visudo
bash: visudo: command not found
# apt install visudo
Reading package lists... Done
Building dependency tree... Done
Reading state information... Done
E: Unable to locate package visudo
Actually, visudo is included with the sudo package, it was just not in the PATH for root:
# dpkg -S visudo
sudo: /usr/sbin/visudo
sudo: /usr/share/man/man8/visudo.8.gz
So I added it to the root's ~/.bashrc.
PATH=$PATH:/usr/sbin
Now it can find visudo and usermod which can be used to add setup sudosetup sudo access.