This explanation may not be textbook quality, but hopefully it helps you some! Using "the" or not will depend on context as well as whether or not you are being specific or general. Using "the" before "rivers" does not limit the rivers to Australian rivers, it would instead specify "rivers" instead of "ponds" (for example).
Do you maybe mean "fished" instead of "finished"? If so, here are a few examples.
Q- Where has your father fished in Australia?
A- My father has fished in rivers all over Australia.
Q- Has your father fished in the rivers, lakes, or ponds of Australia?
A- My father has fished in the rivers all over Australia.
In the first example you simply say "rivers" because you are answering where (in general) did your father fish. In the second example, you are comparing three types of locations and selecting one specific answer from the list, thus "the rivers" will work here.
Also, yes, you can put "the" before "Murray River" and be correct. "The Murray River" is a proper noun, and these often follow different rules than normal nouns.