Hey Darola, thanks for asking this question.
It is practically impossible to escape directly to South Korea from North Korea because the border between North and South Korea is the most heavily fortified in the world. The border is called the Demilitarized Zone (DMZ), and it is equipped with surveillance, soldiers, and mines. Therefore, it is really difficult to get across the border.
Out of over 10,000 North Korean refugees that have made it to South Korea since 2010, only around 65 refugees have directly entered South Korea from North Korea. However, nearly all of these refugees came into South Korea by sea (itself a very difficult and risky voyage) and not through the border.
Instead of crossing the border into South Korea, North Koreans escape by secretly crossing the Tumen River between North Korea and China. This is extremely risky, but sometimes border guards can be bribed to look the other way when people cross. In recent years, increased border security on both sides has made it significantly harder to escape into China. Even if people make it to China, they are at risk of arrest, being sent back to North Korea, or being subjected to various forms of exploitation, including sex-trafficking and labor exploitation.