Creo NC NC Sequence coordinate systems should be oriented so that the positive Z-axis points away from the holding fixtures of the machine. For example, on a vertical milling machine, the positive Z-axis points up, away from the table surface. The following shows the Z-axis orientation for milling.

For turning, remember that the positive Z-axis points away from the lathe headstock. If you create a coordinate system at the headstock end of the part, make sure the positive Z-axis points towards the rest of the workpiece. On the other hand, if you create a coordinate system at the tailstock end of the part, the Z-axis should point away from the workpiece, off into space. In either case, the Z-axis must be colinear with the turning axis. The following shows the Z-axis orientation for turning.