This greatly depends on the type of pole you buy.  Permanently installed poles or portable poles requiring a ceiling mount with screws to go in the ceiling will leave little holes in the ceiling.  Other permanent poles will also leave holes in the floor from screws in the flanges. 

Check your pole manufacturer or dealer for installation details.  Holes in the ceiling can usually be patched with caulking or spackling. 

Here is a video showing you how.  Portable pole dancing poles like the X Pert X Pole or Pro Quality Dance Pole put pressure between the ceiling and floor and DO NOT require the use of screws. 

These poles have soft rubber that protects the roof and floor as long as it is installed according to manufacturers instructions.  You may need to be cautious with certain floor and ceiling types.