Perhaps unlike some PBX systems, Axon and IVM work together to form a complete IVR-PBX.
i.e. Axon simply routes calls based on pre-defined rules, if you want to prompt the user and perform an action based on input you would have to use IVM. The basic way of doing this is to set-up an IVM extension that is answered by an OGM which prompts the user to enter an extension. The OGM should be set-up in data entry mode and set to accept 3 digits (assuming all your extensions are 3 digits long) and then set to store the input into a variable "num". Then the OGM should initiate a transfer to that extension (using the stored %num% variable as the destination).