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