Some of the info I've learned:
First you have to look at where your tax residency is. Usually your tax residency comes with a tax number, you'll give this to IG. IG will (I think) then share the details of your account with the tax service of your country of residence, if they ask about it.
Your country of residency (which is generally where you pay taxes, unless you're US national in which case you pay taxes there) now knows how much you've made (assuming they check, I can't say if they do) and how much you're supposed to pay taxes on it.
Which is debatable. Some countries tax their residents on their capital gains (Italy, Spain), some don't tax capital gains but will tax trading profits if you trade like a professional (usually based on the number of trades, amount of money traded, amount of time spent on it, amount of profit, how long you hold a trade... in most cases it's quite vague) (Singapore, HK, Belgium to a degree).
So you need to look up where you're a tax resident, then you'll know if you owe taxes on your profits or not. I don't think IG will withhold the taxes for you. Note that some brokers do, and that some countries will tax your profits even if you're not a resident (Spain, Italy in some cases).
Note that if you lie about your residency this can get you into trouble, as will hiding it from your tax service. Before this was very common but in recent years most countries have signed up for information exchange systems that means most countries now know how much you made trading. If you're still using your old residency address you might be able to avoid this, but I wouldn't advise it.
In your specific case, it depends on where you owe taxes for the tax year you're talking about. Generally it's the 6 month rule, if you spend the majority of 2020 in your home country then I'm guessing you'll be tax resident there, in which case you wouldn't need to pay in Australia (assuming Australia doesn't tax non-residents).