If you were an ex-Ubuntu user, you should have already seen these:
username@hostname ~ > yum update
You need to be root to perform this command.
username@hostname ~ > sudo yum update
[sudo] password for username:
username is not in the sudoers file.  This incident will be reported.

And you can read that incident in /var/log/secure:
Dec  8 11:11:11 hostname sudo: username : user NOT in sudoers ; TTY=pts/3 ; PWD=/home/username ; USER=root ; COMMAND=/usr/bin/yum update

It's easy to turn on sudo support on Fedora. Run this command as root
visudo

The default editor is vi, if you don't like it you can run
EDITOR=myeditorcommand visudo

If you are not familiar with vi, you better run
EDITOR=gedit visudo

Once opening, find
root    ALL=(ALL)   ALL

and append
username  ALL=(ALL)   ALL

Save it and exit your editor. Do not try to directly edit /etc/sudoers, that won't work.

A successful sudo'd reads like in log:
Dec  8 11:22:33 hostname sudo: username : TTY=pts/3 ; PWD=/home/username ; USER=root ; COMMAND=/usr/bin/yum update