Consider the following :
cAxes = {{{0, 0, 0}, {0, 0, 1}}, {{0, 0, 0}, {0, 1, 0}}, {{0, 0,0}, {1, 0, 0}}};
Graphics3D[{Line /@ cAxes}, Boxed -> False]

How can Style differently the 3 lines ?
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The answer above are good, but I want to show some alternatives.
I show that it is possible to use
Stylefor this, and thatTubeis an interesting alternative toLine.