Following are the commands in which you should be able configure sagetex.sty

kpsewhich -var-value=TEXMFHOME
cp -R SAGE_ROOT/local/share/texmf/tex TEXMFHOME

where SAGE_ROOT is, as usual, replaced with the location of your Sage installation and TEXMFHOME is the result of the kpsewhich command above.

Source: http://doc.sagemath.org/html/en/installation/sagetex.html

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