Step 1: Recall the origin of axial thrust.
Axial thrust develops due to the pressure difference acting across the impeller of a turbine (centrifugal) pump.
Step 2: Determine its direction.
The thrust acts along the shaft from the high-pressure (delivery) side towards the low-pressure (suction) side.
Hence,
\[
\boxed{\text{From delivery side to suction side}.}
\]
Therefore,
\[
\boxed{(B)}
\]
is the correct answer.