In details, in Rviz, change Global Options > Fixed Frame to openni_depth_frame.
“Add” the visualization (bottom left) PointCloud2.
Input in field PointCloud2 >Topic the value /openni/depth_registered/points.
“Add” the visualization (bottom left) TF.
Stand in front of the Microsoft Kinect and make the “Psi Pose”. Axes should appear on all your joints. You might need to zoom or unzoom