Dear Student,
1. The mixture of iron fillings(generally metallic grey) and sulphur powder(yellow) is a heterogeneous mixture and can be separated by using magnet,as iron is attracted to magnet and separates out from sulphur. So this is physical change.
2. When the mixture of two is burnt,sulphur reacts with iron fillings after both have melt. The easily identifiable heterogeneous mixture of iron and sulphur is changed to black-brown solid having a sludgy appearance. This solid is a homogeneous chemical compound iron(II)sulphide formed by the chemical reaction as shown:
Fe (s) +S (s) → FeS (s)
As on heating Iron and sulphur together lead to the fomation of Ferrous sulphide (new substance i.e., compound) which have totally different properties from its constituent elements.
Hence new compounds have been formed, thus it is chemical change.
Regards