To use programming terminology, some "definitions" define interfaces and some define objects. The definition of $\sigma$-algebra that you've alluded to is a definition of an interface. For you to give me a $\sigma$-algebra means you are going to give me a set $X$, and collection of subsets of $X$, $\Sigma$, and a proof for each of the axioms.
On the other hand, I can define a specific $\sigma$-algebra. For example, the discrete $\sigma$-algebra on a set $X$ consists of the set $X$ and $\Sigma=\mathcal{P}(X)$. The proofs of the axioms are trivial. This is like defining an object implementing an interface. This is not an axiom or a theorem, though it involves theorems. This is often referred to as a "construction". (In a propositions-as-types context, "theorems" and "constructions" get identified, as a theorem is just a certain type of construction in that context.)
To directly answer your question, while axioms may be parts of definitions corresponding to "interfaces", those aren't the only definitions around and even in that case there are things other than axioms involved. For example, even in your definition of $\sigma$-algebra, you have the first line which is not an axiom. So I would say axioms can be called "building blocks" of "interface" definitions, they are not the sole "building blocks" of such. (If you really wanted to, in a set-theoretic context, I guess you could state that an "interface" definition is a collection of formulas with one free variable that will be taken as axioms. Your $\sigma$-algebra example would then have an additional axiom that $\exists X,\Sigma.Z=(X,\Sigma)\land \Sigma\subseteq\mathcal{P}(X)$ where $Z$ is the free variable. The other axioms would need to be modified to project out $X$ and $\Sigma$ from $Z$.)
If we look at mechanized proof assistants (many of which are based on the proposition-as-types principle), definitions in them usually involve a collection of parameters, a collection of new names each of which may or may not have a concrete definition (i.e. a [parameterized] construction) and which may require theorems to be proven of their own to be well-defined, and a collection of axioms involving the parameters and the newly introduced names. In proof assistants like Agda and Coq, defined notions induce definitional equalities that cannot be postulated as axioms and have a significant bearing what is or isn't provable.