How to add axes to the object with volshow?

If you mean OrientationAxes, you can refer to the following example. 

load("spiralVol.mat")
h = volshow(spiralVol);
viewer = h.Parent;
viewer.OrientationAxes = 'on'; % 'off' will remove the orientation axis from the canvas

Note that the volshow renders graphics on canvas not on an axis. Hence, the ability to render generic "axes", e.g. for plot, is not available.