If you live in Busselton, don’t bother wasting your time in a gym.
Willyabrup is only 30 minutes away, Bob’s Hollow and Wallcliffe just a bit further. There’s often people going climbing at those places.
Closest climbing to Busselton is Castle Rock, near Meelup Beach. It’s small, but a few bolted climbs there.
There’s a small gym in Bunbury at the PCYC, but you’ll get bored there pretty soon.