The museum is called The Old Melbourne Gaol.
When I was a child, 'gaol' was the accepted spelling for this word, but it's been many a year since I've seen it written this way in any other Australian context.
I've always wondered why it's pronounced like 'jail', when it's a g followed by an a, and a Google search using the terms 'etymology gaol' clears up the mystery. It used to be pronounced with a hard g.
Middle English; based on Latin cavea (see cage). The word came into English in two forms, jaiole from Old French and gayole from Anglo-Norman French gaole (surviving in the spelling gaol), originally pronounced with a hard g, as in goat.An article from 5 April 2014 in The Spectator gives a more in-depth look at the history of these two spellings. I particularly enjoyed the passing references to such interesting linguistic oddities as 'Go to jail. Go directly to jail. Do not pass Go. Do not collect £200'; gaggia (as in the coffee machines); and rage.
Linguistic change over time is fascinating.