The Woodwind and the Brasswind has some lightly educational videos about playing saxophone with effects pedals. They seems a little more geared towards them selling stuff. Not the greatest videos or examples, but it is a thing that saxophone players are using in performance. One of the best examples of someone who uses pedals is Dean Mongerio.
I think the one they did not show is an envelope follower, like a Q-Tron. If you are into the Brecker sound from the 70s, you want a Q-Tron type pedal. I’m planning on doing an article about pedals soon. I have been doing playing with pedals off and on for a while, starting with a Digitech Vocalist Live. I’ve now gone more “traditional”. What I would say is that I’m not a huge fan of using an all in one box to do effects for various reasons.
Anyhow, if anyone has any good videos with effects pedals, submit them in the comments!