Top right hand side of the parts bin is where you can search for parts. I had to capitalize for the Cross Axle to show up. (cross axle did not work).

If you want to see where a part lives you can open the part manager (PARTS link on the top header) and switch to the part page (Lego Brick button on the left side). Search for your part and click on it to bring up the card for that part.

You can see where it lives by examining the STORAGE section. In your case, the cross axles live in the "Connectors" folder.

Now when you go to the workshop, you can open the correct folder using the select menu on the top left of the parts bin. I've also highlighted the search box for you here.

Thanks B1. I didn't see that section.