One thing you can do is to finger the notes up and down scales but do not blow the sax to produce the note. Better still practice the fingering while not holding the instrument at all. Say each note to yourself as you do the finger actions. That way you concentrate completely on associating the notes with the fingering and not having to think about supporting the air column, tongueing (or not) and intonation. It all comes naturaly eventually but while you are learning it sometimes helps to give yourself enough mental headroom to concentrate on one task at a time.