Speaking for the US stations, in the summer you can run outdoors. I don't want to say many people do, but there are always some.

Here's me from a few years ago, to give an idea of the clothing required https://icecube.wisc.edu/news/life-at-the-pole/2021/01/week-...

Even at the South Pole, we have a 5k "Race Around the World" at Christmas, and a marathon shortly after New Year. In 2022, someone did an ultra. It's compacted snow/ice. Not easy terrain, but doable in your average pair of running shoes (with wooly socks). For the race events we normally ask someone to drive round the route a few times to compact it a bit more. On the coast at McMurdo there are routes that are more like traditional trail running - dirt/gravel, hills. I assume other stations are similar.

The more intrepid folks gave up when it got to around -50C and then it's treadmills until sunrise and it warms up again.

There's also a more pay-to-play marathon: https://www.icemarathon.com/ ($22k)