Make sure you are in Object Mode by selecting it from the mode selector dropdown at the top of the Blender interface.
Left-click in the 3D viewport to ensure no object is selected. This step ensures that the new empty axis will be added as a separate object.
Press the Shift + A keys on your keyboard. This brings up the Add menu.
From the Add menu, select Empty Plain Axis under the empty section. You can use the mouse to navigate the menu or press the letter E on your keyboard to quickly jump to the Empty option.
Once you select Empty, a new empty axis object will be added to the scene at the location of the 3D cursor, which is represented as a small gray crosshair.
Like any object we could move our empty axis to a specific location using the g key or the transform section of the item tab.
In the case, we will leave the Empty where it had spawned at (0, 0, 0).