Alright Brucey, I'm gonna give it to you straight.... I don't think it's sulfur...
My best guess, since you found that outside, is that it would be clay or wet sand. My guess is in no way founded upon chemical intuition, but rather on the pavé-uni (sort of like tile/brick laying, but done outdoors) job experience I had over a couple summers.
I'm in intermediate analytical chemistry (usually the highest analytical chemistry class offered in undergrad) at the moment and, as far as I know, there is no easy way to go about what you would like to do... You are actually posing a question that may be INCREDIBLY difficult to answer...
Because your sample was found outdoors, what seems to be on the street, your sample will most probably be impure... In the sense that it will likely contain many different kinds of molecules.
Not to generalize, but chemists rarely go around just trying methods, performing tests, seeing what results they get. They have to make educated guesses, and those educated guesses, in your case, could entail you consulting an encyclopedia about different types of soil and how to distinguish them...
If you did that sort of research, you could make an educated guess as to the type of soil. You would not, however, be able to discuss its composition.
Just for fun, as a rough idea, you would want to crudely extract polar and non-polar molecules from your sample using polar and nonpolar solvents. Then, you could pick a characteristic property that would allow you to identify the main types of molecules (eg. melting point, reactivity with other compounds) and see what you observe. (This would likely be a fruitless and frustrating process.) Then, once you're fairly sure of at least the main components of your sample, you would want to devise a method of separating them. Column chromatography (Wikipedia it) could be a good way of separating some of the major components. What you obtain would then be tested for purity (ie. did I just collect the main component I was expecting or are there still impurities.) Melting point is a way to do that again, and you would check to see if you observe a melting point depression. You could do the same with boiling point, except you would expect an elevation.
You could do UV-Vis Spectroscopy (wiki it), but I would think that any other method would be outside of your price range. Perhaps you should find out what your college is willing to put at your disposal?
If anyone else would like to make corrections, I invite them to do so as I am still not in the mindframe of a graduate student/researcher, and answered this question as a challenge to myself, too.
Good luck and stay curious,