Something like this:
As you can see,the left cube has a local axes in the center when clicking it,how to do same thing with VTK?
I am new to using vtk too, so YMMV with my advice =)
I would recommend this YT video by Han-Wei Shen, as it explains how libvtk chains its rendering pipeline together.
Also, depending on the environment you use… adding callbacks can get complicated. Have a look at the predefined widgets to get started, and their class source for more low level details.
LMGTFY 
(also recommend looking around the examples site a bit)
AffineWidget
OrientationMarkerWidget
BoxWidget
ImagePlaneWidget
Cheers,
J