If you use the sound command and you need to know the frequency, you will need to use some form of frequency measuring device. Some multimeters can measure frequency.
Since you're asking that question, I assume you don't have access to an oscilloscope. You can use your computer's sound card: there are a number of free soundcard oscilloscope downloads that are available. You just need to attenuate the 5v squarewave from the PICAXE to something less that 1v P-P, so that you don't overdrive the soundcard.
Alternatively, you can use the Tune command, which provides reasonably accurate frequencies.