Grant - you are getting on the right track now
You will need a test kit that will let you test for ammonia, nitrite and nitrate. Drop the frozen shrimp in now and get the cycle going.
http://www.bigalsonline.com sells a master test kit for $12.99, which is a great price.
It takes 30 days or more to cycle a tank so that it is safe for your axolotl.
You will start testing the tank water in a few days. You should test every day, and what you should see is:
High ammonia, then ammonia starts to drop and you will see high nitrite, then nitrite starts to drop and you see high nitrate.
Once ammonia is ZERO and nitrite is ZERO and your nitrates are fairly low your tank has cycled and is safe for your axolotl.
If you obtain your axolotl before the tank has cycled do not put the axolotl in the tank. Get a different container that you can easily make daily water changes on. You should keep the axolotl in that spare container and change its water daily until the tank is ready.