Just replace
\addplot+[ycomb,mark=triangle] plot coordinates {(-3,1) (3,-1)};
with
\draw[-latex,blue] (axis cs:3,0) -- (axis cs:3,1);
\draw[-latex,blue] (axis cs:-3,0) -- (axis cs:-3,1);
As you can read at page 187 of pgfplots manual you can access to the axis coordinates system by using axis cs and this allows you to put (I think) every TikZ code in your picture.
If you need to draw only vertical lines (like dirac's deltas) you can use the \addplot command but dividing positive and negative deltas:
\documentclass{article}
\usepackage{pgfplots}
\begin{document}
\begin{tikzpicture}
\begin{axis}[ xlabel=$x$, ylabel=$y$, axis x line=center, axis y line = center, xmin=-3.5, xmax=3.5, ymin=-1.5, ymax=1.5]
\addplot+[ycomb,mark=triangle,mark options={rotate=180}] plot coordinates {(3,-1) (2,-0.5)};
\addplot+[ycomb,mark=triangle,mark options={rotate=0}] plot coordinates {(-3,1) (-2,0.5)};
\draw[->] (axis cs:3,0) -- (axis cs:3,1);
\end{axis}
\end{tikzpicture}
\end{document}