How do you make sulfur at home what stuff do you need?

You need elemental sulfur: sold as yellow beads or powder.

Then, you need to melt it (M.P. ~112C) and cool it sloooly. You should get small crystals forming at the edges of the melt, or you can dip in a string for the crystals to seed on. You have to remove these crystals before the melt fully solidifies--obviously, otherwise it's stuck in a hunk of sulfur and what good does that do you?

You can use the seed crystals to grow larger crystals in a second melt. Try pulling the crystal (very slowly!) out of the melt so it only grows in one direction: this is how silicon crystals are grown to make solar pannels and computer chips.

DISCLAIMER: Everything discussed above is a very, very bad idea. Molten sulphur has a high vapour pressure, so will give off fumes; those fumes rapidly oxidize, and when that oxide hits the vapour in your lungs it turns to sulphuric acid. If you are going to try this make sure that you are in a very well ventilated locale: preferably, put the melt under a fume hood. Molten sulfur can catch fire in air, producing a great quantity of acid-generating oxides, so be very careful with your heating setup. Or better yet, don't do it.

Why not grow some crystals of Copper (II) Oxide instead?

Much easier, and the end product is even nicer.