Brimstone is an alternative name for sulphur, a chemical element associated with volcanoes. This has given rise to the term 'fire-and-brimstone' sermons, in which listeners are reminded of the hell that awaits them if they do not repent their sins.
Pure sulphur does not smell. The 'rotten egg' stench comes from hydrogen sulphide, which is generated by bacterial decay in anaerobic conditions such as swamps.
When burned, sulphur produces a red liquid and a blue flame.