As Gang said, most AFNI programs don't "care" about a 3D position at all. In fact, we sometimes recommend reducing a 3D dataset down to a single slice at a time to conserve memory with 3dZcutup. Many programs even take 1D data, just a column of numbers. Spatially oriented programs like programs to do alignment or spatial smoothing (3dAllineate, 3dQwarp and others) will care, of course, so you would have to accommodate for that if you do want to use this data in a 3D way. For display, you will want to set the voxel dimensions in x,y,z with 3drefit or similar. So to set a slice thickness if there isn't one,

3drefit -zdel 1.0 myslice.nii.gz

You may want to triplicate a slice image with 3dZcat for easier viewing in AFNI, as for viewing the dataset overlaid on top of an anatomical dataset.

3dZcat -prefix myslicex3.nii.gz myslice.nii.gz myslice.nii.gz myslice.nii.gz