Pet shops often give terrible advice and it sounds like you have been given some unfortunately. I would recommend you check out axolotl.org as that gives a lot of help with setting up a tank for an axolotl. Here are some things to look for:
-Did you cycle your tank beforehand? If not, you will need to monitor the water carefully over the next 3-10 weeks until the tank is cycled. You can do this by buying test kits for ammonia, nitrite and nitrate from aquariums/pet stores. Whenever the ammonia or nitrite starts to read over 0, you need to do 20% water changes daily until the ammonia goes back to 0. The process is a bit complicated to explain in a post so here is an article on it:
http://www.caudata.org/cc/articles/cyclingEDK.shtml. Cycled tank readings will be ammonia + nitrite=0, nitrate=10-40
-Measure your PH, it should be between 6.5-8.
-Did you dechlorinate the water before putting in your axie? If not, that can make it sick as well. You can by water dechlorinator from the pet store and put some in the water before putting your axie in.
-Temperature should be between 14-18C ideally, and anything over 24C will stress out your axie.
-Ok now to water changes. If you do not have a filter you need to change 20% of your water *every day* so the pet store is totally wrong in that regard. With a filter, once your tank is cycled, you can do 20% water changes each week. I would recommend buying a filter. How big is your tank? Get a filter to match the size of your tank. Without a filter, changing each month, I would be surprised your axie would make it til the end of the first month
-With feeding, what is the frozen food you have been giving to your axie? I suspect your axolotl is probably quite stressed as it sounds like the pet store did not give you proper advice on how to look after them and that is probably why it is not eating. You can feed axolotls many things and some nutritional suggestions are probably live earth worms (though make sure not to get any that have been exposed to any chemicals), blood worms and brine shrimp (you can get these frozen too) and soft salmon pellets.
-What substrate are you using? If it is gravel, remove it asap and use something else like sand (that has been washed first) or a bare tank floor.