Howdy,
You can use any MIDI instrument to record into Composer, but not acoustic instruments.
There have been some great advances in "MIDI wind controllers", aka MIDI instruments that can emulate wind-blown instruments. Many of them even allow you to select different fingering configurations to emulate different instruments. To see what is available (if you don't already have one), you can visit a large on-line music store such as Musician's Friend (
www.musiciansfriend.com) or Sweetwater (
www.sweetwater.com) and search for "wind controller". Alternatively, you can do a "google" search for "MIDI wind controller" to find out more.
You can use such a wind controller, played in "saxophone" configuration, to record your notes into Composer.
ttfn,
Sherry