Nadeesh,
For Victoria yes, with the Victoria's website link I provided you, you can start an initial application directly with them. You have to provide all relevant documents in pdf such as passports, work experience (if any), IELTS, education certificates, skill assessment, etc. A well-written CV/Resumé is important as well. The full list of documentation is under their website.
For NSW only submit the EOI in SkillSelect website and wait.
I'm not sure about SA, better to check under their website (link Mystic River provided above).
Regarding the official EOI- at the time you create it, you probably have your skill assessment and english tests done, so you enter those informations among with your personal info (and dependants, if any) and educational background. If claiming points for work experience, you should provide duration for each company you worked for and if it's relevant or not for the occupation you are asking points. At this point, you do not need to send any employment/reference letter, education's certificates/transcripts/etc. in advance yet. The Immi Dept just need to know how many points you are claiming for, so better to be concise and clear to do not have any trouble (overclaim points) if receiving a formal invite later on.
As I mentioned before, you can fill in and submit EOI's for each state you are thinking to apply for.
If you follow Mystic River's guideline at
http://www.migrationdesk.com/threads/expression-of-interest-eoi-step-by-step-guide-subclass-189.26/ you have huge chances to have a "good" EOI. Without Mystic's advices I woudn't be confident to submit one, so I can say from my own experience.