The loan documents are the contracts between yourself and the lender. These are written by the lenders solicitors, and can often be very ambiguous and difficult to understand.
Some lenders require that you sign these documents in a branch while other will allow you to sign them at home and return. Loan documents usually come with a title page with contact details if you have any questions.
Once you sign and return these documents, and the lenders solicitor has checked them, settlement on your property will be able to be booked.
Its especially important to ensure that you have particular areas witnessed by a Justice of the Peace (JP) if the documents specify this. If you are in NSW and are purchasing a QLD property for example, your signatures may need to be witnessed by a JP.
If you make a mistake here it can lead to big delays and considerable frustration.
Each state has a listing online where you can search for a Justice of the Peace. Eastern states are listed here:
NSW: http://jp.lawlink.nsw.gov.au/public/welcomePublic.do
QLD: http://www.justice.qld.gov.au/justice-services/justice-agencies
VIC : http://www.justice.vic.gov.au