Yes, having a New Zealand visa does not automatically allow you to enter Australia. Australia and New Zealand have separate immigration systems, so you'll need to apply for an appropriate Australian visa independently.
However, New Zealand citizens have a significant advantage. If you're a New Zealand citizen, you can apply for a Special Category Visa (SCV), which is Australia's primary visa for NZ citizens. This visa allows you to live, work, and study in Australia indefinitely, though it doesn't lead to permanent residency. The SCV is relatively straightforward to obtain and is usually processed quickly upon arrival or application.
If you're not a New Zealand citizen but hold an NZ visa, you'll need to determine which Australian visa suits your purpose — whether that's student, work, visitor, or skilled migration. The requirements vary significantly depending on your situation, nationality, and intended length of stay.
Key points to note: holding a valid NZ visa shows you've been vetted by another country, which can be helpful, but it won't exempt you from Australian visa requirements. Australia assesses all visa applications based on its own criteria, health checks, character requirements, and financial capacity.
For students, Australia offers student visas (subclass 500). For workers, there are various work visas depending on your qualifications and the job market. Visitor visas (subclass 600) are for short-term tourism or business.
I'd recommend consulting a registered migration agent in Australia or your nearest Australian embassy to determine the exact visa you need and to begin your application process.