Good info from LSuzuki,
To get you started, axolotl's don't need a heater, but because I'm from FL I have no idea the coldest temp they can be in. Canadian nightcrawlers are the most liked earthworms, and if you haven't cycled your tank you should test the tank daily for ammonia, nitrite and nitrates to make sure the water parameters are good for your axolotl. You want to do a water change whenever you see any ammonia or nitrites, and it'll be cycled once those stay at 0 and your nitrates will rise. You'll then do water changes every so often to lower the nitrates.
Like LSuzuki said, try to clean out any uneaten or regurgitated food as soon as you can. A turkey baster works great for picking out the poop, and a gravel vac lightly on sand if you use sand to get any scattered poop. Keep the temperature under 68F and keep the tank dark or at least shaded to calm your axolotl down. Some plants and caves are essential for them to hide in, and PVC pipes work great. Watch out for aquarium decoration leeching chemicals, and once your axolotl calms down and settles in, keep only low light plants because axolotls don't like light so much. The less the better, and you can always use floaters like frogbit or watter lettuce to cover the light.
Oh and if you need a water testing kit, the API Freshwater Master test kit is highly recommended.