Growling on the saxophone is used in rock, jazz and blues as an effect to change the sound of the sax, giving it more emphasis. Sometimes, growling will be used for a whole song, like distortion on a guitar, and sometimes, it will be added only to certain notes or phrases to colour them.
Growling is done by singing, or rather vocalising, through the saxophone while playing the note. The pitch of the vocal note doesn't really matter, but I find that something a bit below the played note works well. If you sing the same pitch as the note you are playing, then the growl will not work, because the growl relies on the interference between the vocal pitch and the played pitch.
Normally, a note is played by just blowing, with the vocal chords inactive. To growl, you use your vocal chords as well. The difficulty comes in getting enough air through, because getting your vocal chords to vibrate requires much less air pressure than getting the sax reed to vibrate. Practice by saying "aaaaaaahh" (quite loudly), and blowing through your lips. Start with an open mouth, (and your nose closed) and gradually close your mouth. As your lips gradually close, you will find it harder to say aaaah, but keep pushing with your stomach muscles, until your lips are almost closed, and you can feel the air blowing out of your lips onto your hand. The harder you can blow with this exercise the better.
Now try the same thing on the sax. Finger a G in the first octave. Just say "aaaah" through the sax at first, and then gradually push more air, and press the reed with your lip until you've built up enough air and embouchure pressure to vibrate the reed. If you find that your vocal chords stop before the reed starts, start saying "aaah" louder, and keep pushing with your stomach muscles.
Once you've got the basic technique, it's quite easy to adjust the amount of growl. Try growling a whole scale, but remember not to sing the same scale, because growling doesn't work if you sing the same note as you play. To start, don't worry about changing vocal pitch as you change notes - just keep saying aaah, and let the sax do the scale. For a real challenge, try playing a long note, and fading a growl in and out.
http://www.wirelessdatasys.com/dea/music/growling.htm