It has all to do with the global circulation of air around our planet. And this circulation is driven by the differential heating by the sun.We all know that the Earth is receiving solar energy much more efficiently around the equator than around the North Pole and the South Pole. Therefore, the air around the equator is warmer and less dense than the air at the Poles, and it begins to rise. At the North Pole and the South Pole, the air sinks.
In the Tropopause, the temperature is nearly constant, and in the Stratosphere, it is getting warmer with height. This temperature inversion acts as some kind of a ceiling, through which the air around the equator can no longer rise. It has to move aside, partly to the north and partly to the south.
At the poles, the sinking air meets the surface of the Earth and there also, it has to move aside. It flows back to the equator, over the surface of the planet. That way, a circulation has started up between the equator and the poles.
But, this model is far to simple. In reality, the air also sinks around 30 ° latitude, in the northern hemisphere as well as in the southern hemisphere. When this sinking air hits the surface, it will move partly to the equator (so closing a circulation known as the "Hadley cell") and partly to the pole. Roughly between 50 and 60 degrees latitude, this poleward moving air meets the air that was moving from the pole in the direction of the equator. In that zone, the air will rise again. This zone, where these two different air masses meet, is known as the Polar Front. Depressions and perturbations are born here.
Back to the Hadley cell. Under the sinking air around 30 ° latitude, we find the subtropical highs. The most important subtropical high for Europe is the Azores' high, which brings dry and mainly sunny weather, when it is moving over the continent. Because of the sinking air in a subtropical high, clouds and precipitation have great difficulty to form. Only when the high is temporarily moving away somewhat, some rain can be observed, but mostly, the amounts of rain are very limited.
No wonder that almost all deserts of the planet are situated at or close to 30 ° latitude.
Australia is roughly situated between 10 and 40 degrees south. A big part of it is mostly covered by a subtropical high. Therefore there are so many deserts in Australia.