Ahh ok - now I understand. In that case, you want to create a 3d model just like you would any other model, but with the axes pointing in their respective directions in object space. Then, whatever transformation you apply to your model when you render it, you would just do the same for the axes model.
Using a 3D texture is possible, but it would be horribly inefficient because 3D textures use tons of memory. In this case, it is better to just go with a regular polygonal mesh.
If you say so... But it must have a static position (left bottom corner) and do not change it while i change lookAtVector etc. Also, it must rotate around it's own origin point, not around of the model. To achive this, I use sprites for drawing static elements (I have few of those) and vertices (VertexBuffer) to draw model.
Maybe you have some code samples of this, couse I don't know how to build cylinders like a polygonal mesh? Will be very appreciate