Do we have an aura of electrical or magentic field around us? If so can it be measured or photographed?

yes and yes

Is that what happens in Kirlian photography?

well I`m not altogether certain how or even if kirlian photography works, or does in fact show what`s it`s purported to show, but current CCD technology will indeed show the heat signature of a body, and the em radiation given off for instance.

and it`s known that the brain and nerves work on electrical impulses, and where there are electrical signals there will be a magnetic field associated with it.

of course these will be very tiny as the currents used are quite low, but they Will be there.