1) Check it's set to A=440Hz (it probably is automatically, so if you can't see it don't worry)
2) Set it to play a concert 'A' (most tuners will play a note for you - then tune your F# to match this pitch).
2a) if your tuner has the option to work in different keys you can set it to 'Eb' mode, meaning that if you play F# it will do the transposition and tell you you are playing F# so you don't need to transpose the concert 'A'.;}
This fiddling with transposition has to happen because the sax is a transposing instrument, meaning that the different sizes have music written to match the fingers not the sound. This makes it easier to swap to a different size - search this forum for more information if you need it!
If you are using the tuner to check the tuning of every note, not just the general tuning of the sax, my tip is to do the following:
close your eyes,
play the note you want to tune, listening very carefully to the difference between that and the concert A you tuned to start with,
open your eyes to check that the needle/green light is in the right place.
If you play the note while looking at the needle it's very easy to make the pitch right by varying your embouchure, but you've got to be able to do it by ear, so learning by looking is pointless. More information is on here about this too, try a search if it's not clear!
I'll try not to contradict Nick's advice, he's spot on, but, (there's always a but) Don't get into the habit of using it. Try to use your ears not your eyes. (Again like Nick said)
"1.close your eyes,
2.play the note you want to tune, listening very carefully to the difference between that and the concert A you tuned to start with,
3.open your eyes to check that the needle/green light is in the right place."
If you start to rely on this er..... mechanical machine..... then you'll find it increasingly hard to judge pitch for yourself.
Having been playing for less than a year, and always believing I was tone deaf, I fully support the advice above. I have recently started to play simple tunes by ear but first had to learn to listen to what I played and trust my ear as to pitch. Remember the tuner is a tool to guide you don't be a slave to it. I've found that with practice and relaxing, not over stressing on pitch, it is gradually coming to me.;}