You can specify an approach axis thru the build cut menu. The following is from the Creo help:
To SpecifyApproachand Exit Motions Using Build Cut
1. ChooseApproach from theBUILD CUTmenu.
2. IfBy Regionis checked off, theAPPR EXIT TYPEmenu will appear:
◦ WholeVolume—Theapproach(exit) motion will apply to all slices in all regions.
◦ Select Region—Theapproach(exit) motion will apply to the slices of a selected region only. Select the region by selecting on the appropriate slice boundary.
3. Select an option from theAPPR EXIT OPTmenu:
◦ Datum Point—Create or select a datum point to be used as a start (end) point. The point will be projected normal to the retract plane on all applicable slices; these projections will be used as a start (end) point for each slice.
◦ Axis—Create or select anaxisto be used as a start (end) point. Theaxiscan belong either to the workpiece or to the design model, and must be normal to the retract plane.
◦ Sketch—Sketch theapproach(exit) path for the tool in the XY plane of the NC Sequence coordinate system. Theapproachpath must finish (and the exit path—start) so that the tool lies completely inside the area of the cut.