If our sun explodes in the future - and this is only one possibility out of several possibilities - it would produce what we call a supernova

A supernova ejects most of the material from the star and shows up very brightly compared to the brights things around it. The temperature of such an event can reach up to 6,000 times the temperature of the sun's core, or equivalent to about 160 billion degrees Fahrenheit! If we want to survive this event without leaving our system, we would need something to shield us from this extremely high temperature, not to mention all the radiation that would come from the explosion.

If, however, our sun does not explode, but instead expand into a red giant and then shrink to a white dwarf (according to astronomers, this is the more likely case for our sun), then the temperature of its surface would first reach about 5,000 degrees Celsius, or 8,000 to 9,000 degrees Fahrenheit, and this surface would reach Earth because the sun is expanding. Again, if we have not left Earth, then whatever equipment we have must be able to withstand this temperature, in other words, not melt and not transmit the heat so we can survive by using the equipment to shield ourselves.

If, by the time the sun starts declining, we have the means by which to leave the solar system and to colonize other planets, then we (meaning humanity in general, and whatever animals/plants/microbes we choose to take with us) would be able to survive the expansion or explosion by not being here.