I would like to know how many users shop online in USA, UK, Australia etc and the rate of growth each year (%).
How and where can I find this data?
"Infinite," and "bigger every year."
If you're planning a company or planning to raise money, the market size is so big that it's unnecessary to quantify. Focus on how you're going to address the market in the whirlwind of competitors, not what micro-percent of the massive market you need to "acquire."
This link from Coupon Sherpa may be of use to you. It addresses only USA though.
Quoting from that website -