The three largest cities in southeastern Australia are Sydney  (capital of New South Wales), Melbourne (capital of Victoria) and  Adelaide (capital of South Australia).t has an area of 424,400 sq km and is located in Western Australia. The second largest desert is the Great Sand … y Desert in Western Australia), with an area of 284,993 sq km. The third largest desert in Australia is the Tanami Desert which extends over part of Western Australia and the Northern Territory.