Confusion about oxidation states.

I thought electrons were only transferred in ionic bonds so why is there stuff about electrons being transferred in covalent bonds? Aren't the bonds between sulphur and oxygen atoms covalent in a sulphate (SO4 2-) ion? So why is there talk about sulfur having an oxidation state of +6 and the oxygens each having an oxidation state of -2. Where in that covalent bond does the sulphur transfer 6 electrons and where do the oxygens each gain 2 electrons? I'm sorry if my question isn't clear, I can't explain it that well, but hopefully you got the gist of it. Thanks.

They are theoretical oxidation states, to help us keep track of electrons in reactions