Best way to go about it is get better at both individually then put them together. Practice your horn so you can play without thinking too hard about the music, practice marching with a sax in your hands until you feel comfortable, then put them together.

In street marching just get a rhythm going with your feet and pay attention to the drum beats and get back in step during rests In field show Practice your music for about 4 hours a week (1 hour after school three days a week and 1 hour on weekends) and when you know your music by heart pay complete attention on your marching or do it the other way around (know drill by heart and pay attention to music)