In the audience. Saxophones generally aren't found in orchestral music, especially in anything written before 1900 (they weren't even invented until the 1830s). If the piece calls for one, the player probably sits next to the clarinets.
The Philharmonic Orchestra was created in 1998.
Huddersfield Philharmonic Orchestra was created in 1862.
Japan Philharmonic Orchestra was created in 1956.
Calgary Philharmonic Orchestra was created in 1910.
Taipei Philharmonic Orchestra was created in 1985.
Luxembourg Philharmonic Orchestra was created in 1933.
Malaysian Philharmonic Orchestra was created in 1998.
National Philharmonic Orchestra was created in 1964.
Florida Philharmonic Orchestra was created in 1985.
Florida Philharmonic Orchestra ended in 2003.
Nagoya Philharmonic Orchestra was created in 1966.
Toronto Philharmonic Orchestra was created in 1989.