How to automatically redirect to custom admin menu after plugin activation?

You can use register_activation_hook(). Add this to your plugin, tested and works.

register_activation_hook(__FILE__, 'redirect_after_activation');

function redirect_after_activation() {
    add_option('redirect_after_activation_option', true);
}

add_action('admin_init', 'activation_redirect');

function activation_redirect() {
    if (get_option('redirect_after_activation_option', false)) {
        delete_option('redirect_after_activation_option');
        exit(wp_redirect(admin_url( 'wp-admin/admin.php?page=axl_ads' )));
    }
}