A Malaysian marrying a German

Marrying a foreigner in Germany is notoriously difficult. You can read more about it in this forum and elsewhere.
It is far easier to marry elsewhere and get it recognised here. Denmark, Las Vegas and Singapore are common destinations for this. I don't know about Malaysia or Australia - maybe you can ask on those countries' forums?
And: Yes, you will need all documents about your previous marriage and divorce. It is better to be truthful than later sorry!

Proving your divorce in Australia will be very important and might be more difficult than you think. I know someone who holds Canadian, Australian and German passports. He was married and later divorced in Australia. He moved to Germany and married a Polish woman. Yet they fought with government officials for a couple of years to have the marriage recognized. They didn't want to acknowledge his Australian divorce and threatened to charge him with having illegally married again. They went back to Canada where he is originally from and the same problem; it took them more than 2 years to have the government accept the situation. Seems they were demanding a document that the Australian government stopped issuing many years before the divorce even happened. I would inquire exactly what documentation you need.