By default, interaction objects are freely movable along any axis. You can constrain their movement by changing settings in the gameObjects Rigidbody component, by using physics joints or by constraining them through code.
In the Interaction Engine Example Scene 3 the gizmos are interaction objects which have been locked to only move along one axis, since they are axis specific gizmos. The "Transform Translation Handle" script controls this axis locking and by disabling this script you should be able to freely move the gizmos in any axis.