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Hmm..so you've never done marching? Well, if your band is like most, there should be band camp where you are taught the basic marching commands. Now, for holding your saxophone, I hope I can help out I mainly play trumpet but learned Alto Sax for a while. I recomend that you can practice holding your instrument while standing, first, the same way you would sitting down. Make sure your neck-strap is comfortable. While in playing position, keep your hands at their regular positions, I believe that your 'attention' position has your saxophone tilted to the left completely parallel to the ground. Your left hand should hold the bottom of the top section of your instrument. Your right hand holds the bottom part (place where it bends at the bottom). When you need to get back to attention, you pull the saxophone sharply back to your playing position, returning your fingers to their original position. Now, I may not be the best person to ask since saxophone isn't my better instrument, but I hope I helped a bit.

Marching band isn't that hard. So long as you go to your school's band camp (which I'd think you'll have), you won't have any trouble. Marching band is well worth it. It's a lot of fun. I have to say, marching band's been the best experience of my life. There's a lot of cool people there that you will spend a lot of time with, so it's easy to make and keep good friends, and the performances are really rewarding. Good luck next year!