If you're using the Axe FX as an audio interface, you'll need to plug the monitors into the Output 1 L/R. Then, as paranoid said, go to the Axe FX's I/O menu, Audio tab, and turn up the Return Level. Return level is the volume level of the audio coming out of the computer into your Axe FX, aka monitoring level.
If have you another audio interface that's hooked up to the monitors, you'll need to connect the Axe FX to the audio interface in whatever method works best for you (1/4" jacks or SPDIF/AES).
I don't use Pro Tools so outside of that, I have no idea. Best of luck!