Sudoku puzzles generally have a grid that is nine squares by nine squares for a total of eighty-one squares. However, there is no rule that it has to stay nine by nine. Instead, it could be much larger. It could actually be as large as you want. You could have a Guinness Book of World Records and have a grid that has a large number of rows and columns.
The number of columns, though, must be the same as the number of rows. The premise of how to accomplish Sudoku will remain the same. There are also different variations of Sudoku besides have a larger grid. They could have colors or symbols like Latin Square does. It could also be smaller than a nine by nine grid.