Society of Australian Genealogists (SAG)
Any Australian with an interest in genealogy is well-advised to visit this website. There is a vast amount of resources here including guidebooks, searchable library database, courses and many other resources.
You can read how your ancestors might have reached the colony in the first place whether as assisted or unassisted immigrants, military, ship crew, or convicts. Whatever the case SAG shows you how to start tracing them.
Visit their website: