Adding click event to axis label is not possible as of now. If the y value of a dataPoint is set to 0, the representation of dataPoint is not visible at all. That’s why it is almost impossible to click that dataPoint and fire an event.
If you are using column/bar type of chart, you can use scatter chart for dataPoints that equals to zero. You can set marker size and would be able to click that marker. Please take a look at this jsFiddle.