In general, sulfur compounds can be obtained by nucleophilic substitution with the proper sulfur derivative.
The reactivity of thiols and sulfides is close to that of alcohols and ethers, respectively. However, sulfur bears empty d orbitals and admits more than 4 electron pairs. That makes sulfur able to undergo reactions not possible in alcohols and ethers:
Dimethylsulfide
Dimethylsulfoxide
Dimethylsulfone
An important reaction of thiols is their relatively easy oxidation to disulfides:
2 x Methylthiol
Dimethyldisulfide
This 'disulfuration' reaction - disulfide formation - is very important in biology.
For instance, the insulin molecule is made out of four polipeptidic chains that are bonded together by disulfide bridges - marked in yellow.