Even solids can have a vapour pressure. Consider how carbon dioxide passes directly from solid to gas phase (at standard pressure, anyhow). You may recall this process being known as sublimation. Of course, DMT melts below the temperature of any vaporization device so this is not strictly relevant there although some of the other substances in the thread title have rather higher melting points.
What we may also consider is how rain puddles evaporate even though the ambient temperature is well below the boiling point of water at normal atmospheric pressure. There is for each substance a saturated vapour pressure at any given temperature and pressure - the upshot of this being that if a stream of air flows over even a slightly volatile substance, that substance will slowly evaporate as long as the incoming air contains less of the volatile substance than the amount required to reach its saturated vapour pressure.
Cooling of the vapour/air mixture lowers the amount of volatile substance that can be carried, leading to some of it condensing to droplets or resubliming - the reverse of subliming - to solid particles, depending on the physical properties of the substance in question.
The term thermolysis strictly applies to a chemical decomposition of a substance through heat, forming one or more simpler substances. However, the boundaries do become blurred when considering oligomerised DMT, whereby the DMT oligomers will indeed undergo thermolysis to single DMT monomers, as far as we know.