Some elements can conduct electricity, and some can't. To understand what this means, first look at what the flow of electricity really is. Electricity is a flow of electrons, the negatively charged particles in the outer shells of an atom. The electrons can most easily flow when they are in the outermost shells. When a source of electric current is applied, the loosely held electrons "flow", pushing/repelling other electrons; negative charges repel each other. Some elements are good conductors due to the "looseness" with which the outer electrons are held. Others are very poor conductors--their electrons are held tightly, and do not "flow" Copper is a good conductor, sulphur is not, due to how tightly their outer electrons are held in place.
According to the Periodic Table, sulphur is classified as a non-metal while copper is a metal. Metal can conduct electricity while non-metal cannot. Most non-metals are found nearer to the right of the table while the metals occupy the rest of the table. The reason why metals can conduct electricity is that while the atoms of the metal are tightly packed together, the outermost electrons of the atoms can break away easily from them. In simple words, the structure of metals can be described as lattice of positive (metal) ions surrounded by a boundary consisting of a "sea of mobile electrons", which gives metal an added advantage, the power of conducting electricity when connected to a electrical source.
It's because Copper is metal and Sulphur is not. Metals conduct electricity because the electricity can flow throw them while non-metals don't allow electricity to pass.