In regards to playing saxophone, your best option would be to find someone that teaches private lessons locally. With wind instruments specifically, your embouchure is incredibly important as is breathing techniques. I know you stated you can't pay for classes right now, but even getting 2-3 lessons to make sure your basics are correct can save you so much time and prevent having to correct things later.
I would also run some Google Searches for online lesson courses (full courses). The cost is usually much, much less than private lessons. The big problem with YouTube videos is they lack any structure and jump around (which can make you worse).
As far as books go, there are series such as "Essential Elements" from Hal Leonard that I would recommend.
In broader terms about improving as a musician, I would learn the basics of music theory - how scales, keys, intervals, etc. work together to create music. I would also work on ear training so you can hear when you're in tune and when you need to adjust.
Hope this helps.