Embouchure refers to the way your lips rest on the mouthpiece. The alto sax mouthpiece is not very large, only a bit more than a clarinet. The reed must be placed on the mouthpiece so that the ends of both are even. Place the mouthpiece in your mouth a little less than half way. You teeth should rest on the top to steady it. On the bottom, the reed should rest entirely on your lip, which should be rolled out slightly. Do not bite down; that will stop the reed from vibrating. To stop air from leaking, tighten the corners of your mouth; the strength should come from your cheeks and your chin. Prevent your cheeks from puffing out; they should remain tight. Do not stop up the space between the reed and mouthpiece with your tongue or no sound will come out. Touching the reed lightly with your tongue while blowing will create a rhythmic "ta" effect.
With the horn hanging from your neckstrap, you should be holding it in a relaxed manner. Fingers should hang down at a forty-five degree angle. It is important while playing to keep your fingers as close to the pearls as possible. Make sure to "pop" the tone holes closed; a key not closed fully will make it difficult to play a note clearly. Only practice will give your fingers the agility necessary to move evenly and quickly. When playing, imagine a column of air coming from your throat onto a single point of the reed, which will give your tone clarity. Make sure that you don't play notes faster than you can tongue them.
Music is built from scales, and this should be your first foray into playing the sax. Scales will not only train your ear, but also allow you to become comfortable with the horn, which increases technique faster than any other method. You should use scale exercises as part of your daily practice routine. Without learning and practicing scales, your ability to achieve success will be limited.
Start on low C and play a major scale up and down, then its arpeggio. Then play the next major scale, C#, and increase chromatically until you reach middle C. This is called a chromatic scale exercise. An extension of this exercise is to play two octaves instead of one. You can also play only the arpeggios and increase the tonic note by one half step until you reach middle C. Both these exercises are warm-up exercises used by pros to increase finger agility and tighten technique on a daily basis.