Australia gets strong Storms (CB's)
(i.e large hail, strong microbursts, lots of lightning)
but they do not have the wind shear setup that the midwest of the USA have, and so tornadoes are not very commen
strong CB's in unstable conditions (e.g maritime flow) can form brief tornadoes that are what are known as landspouts (or waterspouts over water (as opposed to a tornado forming from a rotating CB (mesocyclone) (in fact waterspouts form under different conditions and often form from less intense CB's))