Nuclear fusion is the process in which the Sun creates energy and photons.
In the core of the Sun, hydrogen atoms are pushed together by gravity, forming helium atoms.
The helium atoms are smashed together into a plasma, which releases the electrons from the atoms as energy.
The energy is released in the form of photons, which take centuries to leave the sun.
The photons travel to the Earth in the form of sunlight. The photons mostly bounce off of the atmosphere, but show up stronger in the North and South poles.
The result is the Aurora Borealis. The different colors are because of different gasses being burnt by the photons.