Welcome to Sydney! I'm kind of a local - I've worked in North Sydney for 6 years now but live about 1.5-2hrs north.
I don't know of any clubs to be honest but there's a Games Workshop in the CBD that usually has a lot of people in it, and another one at Chatswood which is about 20-30mins train ride along the North Shore. Both run kind of frequent events, so if you're into 40k or AoS you'll be able to find something to do but for WHFB I think you'll be hard pressed.
There's a forum called wargamerau that has a lot of info about clubs and events in Australia, so that might be worth checking out. I haven't been on there since before my daughter was born though so sorry if I just fed you to the trolls!