Before we get into how to EQ for saxophone to learn a new song, if you haven't already, I'd recommend reading my post How to EQ for Bass Guitar to Learn New Songs. It has a good amount of background information that I'm glossing over quickly here.
The principles for EQing for a saxophone are the same as for a bass guitar. However, all saxophone, or rather, all tenor saxophone and alto saxophone frequencies are directional, unlike bass guitar which has non-directional sound at the extreme bottom end. The practical upshot is that for saxophone, the audio engineers that worked on the recording you want to learn might have panned the audio either left or right to some degree. We're not going to look at that for the moment as it is a very advanced topic.
So, before you get to EQing for saxophone, you need to know where the sound is in the mix. Tenor saxophone frequencies lie in the 120 Hz to 700 Hz range (B2 to F5), with harmonics extending up to about 8 KHz. Breath and air in saxophone comes out in the 8 KHz to about 14 Khz range, which is where you'll also hear the cymbal, piccolo, and violin harmonics.
Now, since a lot of the range is in the same range as the rhythm section, there's not all that much point to EQing there. Instead, you can EQ for the saxophone harmonic range to pull out the music more.
As an example, try listening to the saxophone solo in David Bowie's "Modern Love" from about 1:30 to 2:00. To bring out the sax more, EQ up the 1.8 KHz to 9 Khz frequencies in both the right and left channels by 10 dB or so. (i.e. EQ for the harmonics range.) Drop all the frequencies below 120 Hz down by -15 dB. This gives you a good filter to get rid of most instruments while leaving in the high end for snares and cymbals as well as some piano.
** Make sure to roll back the Gain by about -10 dB or so. If you pump up the EQ and don't reduce the Gain, you'll end up with distortion or clipping and the sound will be muddy.
However, the stero mix can still be somewhat distracting as the solo sax is slightly right, while rhythm sax is hard left and you still have piano and percussion centered.
Flattening the mix to mono eliminates the stereo confusion so you can focus easier on the actual saxophone.
It won't pay much to go any further though as inverting a channel or using a left/right bias tends to make the sound simply too thin.
I've included a GDT Song Config file with settings for Modern Love exactly as described above. Pay particular attention to the "Balanced EQ" and "Mono" setting in the Channel Mixer & and Karaoke window. Compare them to see how the stereo mix can be distracting. It will really all depend on you though as to what you find works better for you. There's no "right" way as it's a matter of preference.
In the GDT Song Config, there are also some left/right bias EQ settings and inverted channel settings. Again, while they sound extremely thin, you may prefer that to discern individual notes.
GDT Song Config files do not contain the actual music, so you'll need to have a copy of Modern Love to load and play. You can download the file here. Just load it into GDT along with your copy of the music.
I hope that helps out.
Cheers,
Ryan