First you need to create an account with Mapbox. This is a free account. Goto Mapbox.com and create a free account using your email address. Within your account everyone has default map styles, and you save your own map styles and data to continue to work on. Once you have an account, have a look around the account page and read the above introduction to Mapbox to gain a quick understanding of what the 3 tabs: Styles, Tilesets and Datasets mean.
Download the Shapefile zip* showing Melbourne's building footprints
Once uploaded, click on the filename to open the information page and inspect the data. The tileset information page shows you information about the tileset you just uploaded including:
*Note: A geojson file is usually smaller and faster to load to Mapbox than a shapefile, but the conversion to geojson has converted numerical columns we need for our map into strings.