Grapher 3D axis labels
The reason that labels can not easily be added to 3D graphs is that the text would have to be rotated through three dimensions with the graph itself (Apple store explained this as difficult to write the code for).
A partial solution if you just need a single aspect is:
1) Save as a pdf
2) open this and then copy
3) paste into word document
4) add relevant text boxes to label each axis
This is OK if you need to use the graph in a particular document but care still needs to be taken if you are going to be moving it around. Sorry that I can not offer any more help on this - its a problem that you will encounter with other graphers such as Wolfram Alpha.