According to the British Monarchy:
Just released today, we have some footage of Prince Harry training with the Australian Defence Force (ADF). His Royal Highness, or Captain Harry Wales as he is known in the Army, spent a month training with the ADF working and living alongside colleagues in the Australian Army in a number of regiments in Sydney, Darwin and Perth. This footage shows Captain Wales taking part in unit-based activities and training exercises, some in the water and some on dry land.
Posted by The British Monarchy on Friday, May 8, 2015