From the Super Mario Wiki, the Mario encyclopedia
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Aurora first appears near the beginning, claiming that the zoo is closed because the animals are "sick". She later appeared when the Gorilla Ghost was in peril, capturing Donkey Kong Jr., Bones, and Uncle Julius to rescue him.
Aurora then left the Gorilla Ghost to monitor Donkey Kong Jr., Bones, and Uncle Julius while she checked on the elephants. As she was forcing the elephants to extract the gold from the ore, the Gorilla Ghost reported the trio's escape to Aurora, oblivious to the fact that they were hiding in the boulders he was leaning on. After Aurora discovered and tied them up again, Aurora escaped along with the Gorilla Ghost and all the gold they had found.
However, it wasn't long before they were being chased by the trio again. The Gorilla Ghost attempted to close the entrance gates to stop Donkey Kong Jr. and Uncle Julius, but they simply ripped out the gates to bend them into a cage. Bones then landed on Aurora and the Gorilla Ghost, knocking them out. The elephants then picked both of them up and dropped them into the makeshift cage, where they were humorously dubbed "Crook Exhibit". Aurora's exact fate is left unknown, but she was presumably arrested along with the Gorilla Ghost.