Yes, you could just solder together the three 'positive' wires from the camera, Axon and power supply and also the three 'negative' (ground or common) wires together. This works reliably but then its hard to disconnect any of the units.
Or, you could solder two connectors onto the power supply leads (or make a 'Y' harness') and mating connectors on the Axon and camera. Just ensure that you never plug them in backwards or use a connector type that is keyed to prevent this.