A good way to cook something is to bake it. To bake something means to heat it without direct exposure to a flame, typically in an oven. Baking is one of the culinary arts and is very popular as hobby in Australia.
Do you have a dish or dessert in mind but don't know how to bake it? There are a number of handy articles on the topic online.
Taste of Home | Better Homes and Gardens | Taste.com.au