Hello John
Sometimes the shipping lists will show where the person came from (town or village or county) their occupation, their religion, whether they are literate, and occasionally the name of their parent/s. It depends on which Australian state they landed in and whether they were 'assisted' (i e the government or an employer) paid for them to come. There were often much better records kept for those who were assisted. Different States kept records differently and some are much easier to access than others. They go back to first white settlement in most cases, but there are many missing.
However they can give good information to back-track, using the UK census, free BMD, IGI etc to see if people can be located in UK, depending on the amount of background info and, often, whther they have a very common name.
As Jenn said, if you give us the name and any info you have we may be able to help find her for you.
Cheers, Judith