Firstly let me say some do. Unfortunately there are hidden barriers to hiring jobseekers from overseas for many employers, and these barriers mean that a very unpromising candidate on the ground locally will always win over any outstanding candidate from overseas.
To apply for work in Australia you must have a current work visa. More information on work visas can be obtained from the Department of Immigration at: http://www.immi.gov.au/
Do I give the answer they want to hear? How do I know if it is the right one. Find out here...
Interestingly, I get asked the same questions by job seekers to those that have been in the workforce for while...