You can see aurora at both poles. At the North Pole, it is the aurora borealis (or the Northern Lights). The one at the South Pole is the aurora australis (or the Southern Lights). Of course you can only see it in winter - not during summer, when it's daylight for 24 hours a day!
OK, so I have tried to come up with an easy explanation for how it works, but it's all about electricity which is not one of my strong points. So probably better to leave it to the experts.
Try looking up the kids astronomy website. If you want to learn more, have a look here and here.
This is one of my favourite quotations about the aurora. It was written by Apsley Cherry-Garrard who was the youngest member of Captain Scott's 1910 expedition to Antarctica. This part of his diary was written while they were still on the way there. See how many different colours he mentions:
"We have had a marvellous day. The morning watch was cloudy, but it gradually cleared until the sky was a brilliant blue, fading on the horizon into green and pink. The floes were pink, floating in a deep blue sea, and all the shadows were mauve.. Stayed on deck till midnight. The sun just dipped below the southern horizon. The scene was incomparable. The northern sky was gloriously rosy and reflected in the calm sea between the ice, which varied from burnished copper to salmon pink; bergs and pack to the north had a pale greenish hue with deep purple shadows, the sky shaded to saffron and pale green. We gazed long at these beautiful effects.”
I really like the way he describes colours, because when you talk about Antarctica, people automatically think it's all white. But obviously it isn't. He doesn't even mention white in that passage.
And guess what; you can even see the aurora in New Zealand sometimes - usually in the far south, but occasionally further north, like here in Canterbury or even in the Wairarapa.
Here's a wonderful photo of the Scott Base signpost with the aurora at night.