How to prove white light diffraction?

I think that you are reffering to white light
dispersion.

To see how it happens, you need to do this
experiment:

Place a glass triangular prism into a dark
room. Put this prism on a table or on the floor and place an white paper behind the
prism. Place  a source of white light in front of the prism and you'll notice that if a
ray of light hits one side of the prism, you'll get a dispersed light on the other side
of the prism.

The dispersed white light will have different
colors that you'll be able to see on the piece of white paper. The dispersed light is
broken into 7 colors: Violet,Indigo,Blue,Green,Yellow.,Orange,Red or VIBGYOR, the colors
of the Rainbow.