What does sulphur smell like?
sulphur is often described as smelling like rotten eggs
A bolt of lightning is simply a highly intense discharge of electricity, so it doesn't smell of anything. Ozone can be created by electrical discharges, so there's plenty of it about during a thunderstorm, which is what causes that unusual smell you can detect during such a meteorological event. I wouldn't say that ozone smells particularly like sulphur though... if you're smelling sulphur, I'd suggest you check for the source elsewhere.