Setting the font for all axis labels
To set the font and colour for the labels against each major tick mark:

chSet 'Lfont' 'ti,10,neutral'

The short code for the font is a two-letter mnemonic followed by either or both of the letters ‘b’ and ‘i’ for the bold and italic variants. The font size is in points, and colours use the standard internet names.

Setting x,y,z labels independently
You may over-ride this setting for any of the x,y,z labels independently with the XLabelFont, YLabelFont and ZLabelFont properties. These properties may be used in conjunction, for example:

chSet ('Lfont' 'arb,12,Navy')('LYFont' 'Green')

Note that the ordering is important here – the generic font must be set first.

See also ...
Colour Cycle
Fonts – defining and using short codes