Sugar is a carbohydrate and does indeed contain calories. Carbohydrates generally have about 4 calories (or 17 kilojoules) per gram. Sugar that is in processed food (and some fruits) will be absorbed into your blood stream quickly and used as an immediate source of energy by your brain and muscles. Generally that which is absorbed fastest is used first by the body. Excess intake of sugar will not make it turn into fat as that is not chemically occurring in the body - what happens instead is that you do not use the other macro-nutrients that you absorb such as fat and this then contributes to weight gain.

Sugar has 4 calories per gram. There are actually many forms of sugar, but common table sugar is sucrose, a chemical combination of glucose and fructose. Sugar won't turn into fat, per se, at least not directly. But any excess calories consumed by the body are always converted to fat, specifically visceral fat (forming mostly around the midsection). Sugar, and any high glycemic index carbohydrates, in a quantity-dependent manner, will cause the pancreas to secrete insulin in a quantity sufficient to utilize the increased blood sugars, and to lower blood sugars overall. This is important, as sustained high blood sugar levels are very damaging to the body, with glucose (the simplest, easiest used sugar, to which all sugars and carbohydrates ultimately are reduced or converted) chemically reacting with your body's proteins in a process called glycation, and leading to advanced glycation end products, or AGEs. These AGEs are junk matter that effectively "gum up" the works at the molecular level in your body. The cause of the degenerative effects of diabetes, including blindness and organ failure, is due to the glycation as a result of chronically high blood sugars due to insufficient insulin response. Insulin keeps us safe from all that, but it's a double-edged sword. Insulin has two primary functions - ferrying blood sugar into the body's cells so that they can utilize it for energy, and as a fat storage hormone. The higher you spike your insulin levels with large intake of foods that will rapidly flood your blood with sugar, and the more frequently, the more fat storage will take place. Over time, your body's cells can even become resistant to its own insulin, which means more needs to be secreted by the pancreas to process a sugar load than before. The process eventually leads to type 2 diabetes, if unchecked, in which the body has become so insulin resistant, that even though the pancreas is producing very large amounts of insulin, it's still not enough to lower blood sugars fast enough. The reason most type 2 diabetics are overweight is because they often have chronically high levels of insulin to deal with any sugar loads, and although they're resistant to its blood-sugar-lowering effects, it still has the same effect on fat storage.

I have noticed that neither answer has proof or citation. Obviously that is not thought to be important and the original question has still not been answered...