Anytime you have a dry fired bow, the axles should be replaced immediately. Most of the time they bend, and even if they do not appear bent, replace them anyway.
As for the limbs, many times they can be damaged, and it can't be seen. However, most of the time, the limbs end up being ok. I have seen several bows dry fired, and this has been the case. I have never seen cams that got damaged, but I know it is possible.