Asking by request to get a screenshot answer to figure out how to enable Sage in Texmaker as I apparently can't figure it out on my own.
First: Under "Options" select Configure Texmaker. Running Sage isn't any of the options but we can redefine one of the commands so it calls Sage. I chose to redefine Metapost. Fill in the box with sage "%.sagetex.sage" as shown above.
Next: Click on Quickbuild. Select "User" to define our own command and then select the "Wizard" button which will open up the window to select the commands. Select pdflatex from the list on the left, click the "Add" button and it will appear on the right hand side. Then select metapost from the left, click "Add" to get it on the right (this will activate Sage) and continue process to get pdflatex followed by PDF Viewer. Press OK to finalize the command. Now pressing the arrow to the left of Quickbuild will run Quickbuild resulting in all 4 steps: