right-click on the axis part and select "Show/Hide Component" and from the menu select Reference Planes to "On".
While placing the axis.par you can click the construction display icon (the one just to the left of "Creating Relationship X" on the relationships toolbar) to display planes, sketches etc of the part being placed.
To display the planes of the part you are constraining to hold down the R button and click the part.
Avoids having to quit from placing relationships and turning planes on as shown in previous posts.
This is what the prompt bar tells you - "R + Click to show planes" when selecting the target element.
There is another approach you could take here for the center-plane relationship - instead of worrying about turning on the display of the reference plane, you could use the 'Double' option for selection type when defining the relationship and then pick the two end faces of the cylinder.