PWM is probably not the way you should go if you are trying to accurate position a stepper motor with a PICAXE.
To answer your question, the bottom and top chips in the range can count PWM pulses (08, 08M, 28X2 and 40X2). Have a look at command manual 2 page 137: command "pwm". The command, however, does not give you any control of the frequency.
A recent thread discussed using an external hardware counter and gating control to output a predetermined number of pulses. However, the thread originator's enthusiasm seemed to wane when hardware design became involved.
If you want to control the stepper motors from a PC, have a look at
phidgets