Magnetic attraction separates a magnetic solid (such as iron) from a non-magnetic solid (such as sulfur). When a magnet is brought near the mixture, only the magnetic solid is attracted to it and pulled out. The non-magnetic solid is left behind — completely unchanged.
Only when the two substances differ in the physical property of being magnetic. Iron, steel, nickel and cobalt are magnetic; sulfur, salt, sand, aluminium and copper are not. Because no chemical change happens, both solids keep their own properties.
Sulfur is not attracted to a magnet. Passing the magnet over the mixture again and again removes more and more of the iron, until only the yellow sulfur is left in the dish.