Further education (education once you have left school) is VERY popular in Australia.
You can do university courses part-time/full-time if you can prove you got a sufficient level of education in your country of origin (have certificates/diplomas evaluated and translated).
Likewise you can go higher into Graduate Diplomas and Post-Graduate studies. There are some EXCELLENT distance-learning courses that are as good as or better than their campus-based counterparts. It depends on the university.
For people who like less of a commitment, you can go to the TAFE, which is geared towards more vocational skills. You can study almost anything on earth, there is no point giving you a list.
For more information about courses in NSW go to: http://www.tafensw.edu.au/
You can join workshops at your local community centre (cheap) or attend classes in private institutions (expensive). Local community centres usually have language courses if you need to improve your English. You can find their numbers in local papers and pinned on bus stops, cafes, etc...