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It depends how you installed the correct SageTeX version in your TeX tree.

I tend to follow this unorthodox procedure

  • (Optionnaly): recompile sagetex.dtx and its indexes in $SAGE_ROOT/local/share/tex/latex/sagetex/. This gives you an updated documentation.
  • (as root) create a symlink to this directory somewhere in your TeX tree (I use a subtree of what is pointed by TEXMFLOCAL, see below...)
  • (still as root) texhash $(kpsewhich -var-value=TEXMFLOCAL)
  • (Optionally) symlink the generated documentation in your texdoc tree (highly distribution dependant...).

Of course, this has to be refreshed every time you update Sage...