So we try by applying the definition and see how it goes.
So we deal with 2 cases, either $\sup S=\infty$ or $\sup S=M<\infty$.
If it is the second case, this means that for all $x\in S$, $x\leq M$, so naturally $ax\leq aM$. By definition of the least upper bound, we have $\sup aS\leq aM=a\sup S$.
For the reverse, let $\epsilon>0$ be given. If $a>0$, then $\frac{\epsilon}{a}>0$. By the definition of sup, there exists $x\in S$ such that $M-\frac{\epsilon}{a}\leq x\leq M$. Hence $aM-\epsilon\leq x\leq aM$. Since this $\epsilon$ is arbitrary, so $\sup S=M$.
If $a=0$ then we have nothing to say.
And as for the infinity case, it should be quite evident, by choosing a sequence in $S$ such that it goes to infinity.