Is the word sujo the same in Brazilian and European Portuguese?

Yes

The spelling, meaning, and grammatical function of "sujo" are identical in both Brazilian and Continental Portuguese. The only difference is phonetic: in Brazilian Portuguese, the final unstressed "o" is typically pronounced as a closed [u] (like the "oo" in "food"). In Continental Portuguese, the final "o" is reduced to a much shorter, neutral [ɐ] (a sound similar to the "a" in "sofa").

Brazilian Portuguese Examples

1. O meu pé está sujo de lama. (My foot is dirty with mud.)
2. Não toque aí, está sujo! (Don't touch there, it's dirty!)
3. Ele sempre faz um jogo sujo para ganhar. (He always plays a dirty game to win.)
4. A roupa do bebê ficou suja de comida. (The baby's clothes got dirty with food.)
5. O vidro do carro está muito sujo. (The car window is very dirty.)

Continental Portuguese Examples

1. O meu pé está sujo de lama. (My foot is dirty with mud.)
2. Não toques aí, está sujo! (Don't touch there, it's dirty!)
3. Ele faz sempre um jogo sujo para ganhar. (He always plays a dirty game to win.)
4. A roupa do bebé ficou suja de comida. (The baby's clothes got dirty with food.)
5. O vidro do carro está muito sujo. (The car window is very dirty.)