You can specify an approach axis thru the build cut menu. The following is from the Creo help:
To Specify Approach and Exit Motions Using Build Cut
1. Choose Approach from the BUILD CUT menu.
2. If By Region is checked off, the APPR EXIT TYPE menu will appear:
◦ Whole Volume—The approach (exit) motion will apply to all slices in all regions.
◦ Select Region—The approach (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 the APPR EXIT OPT menu:
◦ 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 an axis to be used as a start (end) point. The axis can belong either to the workpiece or to the design model, and must be normal to the retract plane.
◦ Sketch—Sketch the approach (exit) path for the tool in the XY plane of the NC Sequence coordinate system. The approach path must finish (and the exit path—start) so that the tool lies completely inside the area of the cut.
◦ None—Cancel previous approach (exit) instructions.
