Difference between Gas and Vapour:
Gas:
A thermodynamic state in which a substance exists only in one phase i.e. Gas phase. In above given examples N₂, He and CO₂ exists as gases at room temperature. These gases cannot form a solid or liquid phase along with gas phase as these states requires very low temperatures.
Vapours:
It is a thermodyanamic state in which a substance exists in more than one phase. In given options Sulfur can exist in vapor state. This is because sulfur exists in a cyclic or chain form due to catenation (self linkage property). Therefore, a lower members of S allotrops can form a vapours.