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If you are granted an Australian visa, you can travel to Australia from any country. The airline will check your visa details electronically (using the Advance Passenger Processing system) at check-in, before allowing you to board your flight to Australia.
When you leave Australia, there are no restrictions on your visa in terms of where you travel. However, the airline will check that you have a right to enter your destination country (in this case, check that you have a US visa) before allowing you to board your flight out of Australia.