The answer, in both cases, is "positive". SDS, an ionic compound, dissociates in solution into sodium and dodecyl sulfate ions. The latter, which is negatively charged, binds extensively to proteins, overwhelming any positive charge that the proteins may carry. Dodecyl sulfate binding is proportional to protein size; consequently the resulting negatively charged protein-dodecyl sulfate complexes are separated primarily by size during gel electrophoresis. That's why SDS-polyacrylamide gels are routinely employed to determine protein size.
SDS-polyacrylamide gels are not normally used to separate DNA molecules, but since DNA molecules are negatively charged even in the absence of SDS, they would certainly migrate toward the positive electrode in an SDS gel.