How can you tell that Iron and Sulphur have formed a mixture before they are heated?

You can separate a mixture by physical means. That is, in a mixture of Fe and S, and if they have not yet combined, the Fe can be separated with a magnet and the S can be dissolved in carbon disulfide or some other solvent. After they have combined into FeS, the separation must be done by chemical means because FeS is a compound and not a mixture.