SageTeX is a system for embedding computations and plots from Sage into LaTeX documents. It is included by default with Sage, so if you have installed Sage, you already have SageTeX. However, to get it to work, you need to make TeX aware of SageTeX. Instructions for that are in the “Make SageTeX known to TeX” section of the Sage installation guide (this link should take you to a local copy of the installation guide).