Finally

[McLovin]

open an "open dialog" by pressing Alt+f2, and enter

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sudo nautilus

(if you're using gnome, not sure what the command is for KDE) and then just navigate to the directory, and put the file there.

[Zwopper]

open an "open dialog" by pressing Alt+f2, and enter

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sudo nautilus

(if you're using gnome, not sure what the command is for KDE) and then just navigate to the directory, and put the file there.

For KDE:

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sudo konqueror

For XFCE:

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sudo thunar

[McLovin]

Actually I belive you would have to cd to the directory where lampp is currently, and then the command to move it would be

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sudo mv lammp /opt

I think. (not sure on the move commands off the top pf my head, as I usually just open the filemanager as root and do it that way)
You should have konqueror installed, it is the default file manager in KDE.
On another note, your code shows you as running as root, are you logging in as root all the time? And if so, why? This is not good practice, as it kind of defeats one of the main reasons for running Linux, security, and makes it very easy for you to seriously screw your system up.

[Zwopper]

I am running a "KDE" Desktop and i don't have konqueror installed. How would i move the file "LAMPP" to the "/opt" directory from a terminal please.

Say what?
Konqueror is KDE's file manager, you DO have it installed.
Otherwise you could use:

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sudo mv /home/CHANGE_THIS_TO_YOUR_USERNAME/Desktop/LAMPP /opt