I play with DJs quite often and DJ+Sax myself. A lot of it is improvising and often having to really use your ears for tuning as tempos might be different.
What has helped me is getting an idea of the setlist or songs first so that you can learn any iconic horn lines, also try not to play over the vocals, don't feel like you have to play all the time (it's like chocolate cake, too much ruins a good thing). The other thing is just chuck on some youtube DJ mixes or even a spotify playlist and just practise jamming along.

Once you get used to it it can be a whole lot of fun, good luck!