John Oxley is for Queensland history, but it is not the part of Qld State Library that specialises in family history. For that, you want the Family History section of the main Qld State Library. Fortunately, both are located adjacent to one another at Cannon Hill, Brisbane, but are not always open at the same time.
John Oxley is generally NOT the place to go for BDMs, burial registers, newspapers etc. John Oxley is the place to go if you are looking for information or photos about a particular person (or place) of historical significance to Queensland. It holds things like diaries from sea voyages and other interesting documents like that. So, the chances of finding your particular ancestor at the John Oxley are very small (unless they had some claim to fame). What you are more likely to find at John Oxley is "background colour" about the life and times of your ancestor.
The other thing to note about John Oxley is that a lot of their holdings may not appear in the catalogue. They seem to organise their material around themes (e.g. photos of Gympie), and so it is very important to actually talk to the librarians in order to find if they have anything of interest to you.
Kerry