No.
The continent where you can find the South Pole is Antarctica. Africa is considerably north of the South Pole, separated from Antarctica by the Southern Ocean.
You can find the South Pole on the continent of Antarctica, which is the only continent around the South Pole.
Africa is closer to the South Pole than Asia is.
Neither of the continents you list is near the South Pole. The South Pole is located on the continent of Antarctica.
Antarctica
There are no countries around the south pole. There is, however, the continent of Antartica. Antartica is owned by no nation, but instead is open for countries from around the world to conduct scientific research. No military equipment or soldiers are allowed to be stationed at Antartica.
Australia
Antarctica -- the icy South Pole region.
Antarctica -- the icy South Pole region.
the south pole is located in/on Antarctica.
Australia is closer (South America is closest of all). Also, note that Australia is not a continent. This means the closest continent to the South Pole is South America.
Antarctica
The continent that is basically centered around the south pole is Antarctica. It is considered to be the world's largest desert.