Simple distillation can be used to remove solvent. Distillation works well if the solution is composed of a solid and a low-boiling solvent, or if the solution is composed of a high-boiling liquid and a low-boiling solvent (with boiling point differences greater than 100°).
We usually use methanol to settle, filter and wash with methanol, depending on whether your material is dissolved in methanol or not, for reference only.
1. Workup: Mix with water or brine or NH4Cl solution (depending on your reagents/product) [DMSO will dissolve in water]. Then extract your product with ethyl acetate using a separating funnel [ethyl acetate is insoluble in water, but polar enough to take out your sample from the aqueous phase]. Your product should be taken up into the ethyl acetate layer. Wash the ethyl acetate layer with water or brine, then dry with MgSO4 or Na2SO4 etc. Ethyl acetate will be easier to distil off. Most synthetic procedures which use DMSO as solvent use this approach and I recommend this.
NOTE: you cant extract directly with ethyl acetate in the absence of water cos ethyl acetate is soluble in DMSO and you'll just end up with a homogeneous mixture. Water creates a partition layer.
2. Azeotrope mixture: This is a scenario where you mix a solvent with a high boiling point and that with a low boiling point to effectively lower the boiling temperature for ease of distillation. For DMSO, even with the best azeotrope mixture, you may still need to work with high temperatures... but you can check more on https://en.wikipedia.org/wiki/Azeotrope_tables