In Australia, copyright is automatically applied on creation of a work, it applies to published and unpublished content.
Assigning a Creative Commons Licence to your dataset does not mean giving up your copyright. It means permitting others to reuse your outputs under clear conditions.
It is free to assign a Creative Commons licence.
Preferably assign a Creative Commons licence when your dataset or data collection is created.
Your Research Librarian can also help guide you through the process if you get stuck.