From the beginning of the 17th century Dutch sailors started scouting and mapping the region around Australia and New Zealand.
On the occasion of the celebration of "Netherlands - Australia 1606 - 2006" the Dutch Royal Library (Koninklijke Bibliotheek) presented the complete digital facsimiles of five early Dutch books on the exploration of Australia on its site. All 17th century texts are provided with short introductions, page by page English translations and bibliographical descriptions. A real gold mine !
Discover where your ancestors came from on ancestry.com.au. Australian Immigration Collection 1788-1923. (note that most of the Dutch immigration was after 1923).
Dutch immigrants between 1946 and 1991 can be found on this website of the Dutch National Archive: www.nationaalarchief.nl.
More on Dutch immigration to Australia on Wikipedia.