I'm sorry, but the question "please give me a tutorial on X" is not a good question for a forum like this. The only way one can answer it is by suggesting some reading. Almost any book on XML is likely to have a chapter on SAX: see for example Wrox "Professional XML" or for greater depth, Elliotte Rusty Harold's "Processing XML with Java". Pop down to your local bookshop, browse the shelves, and see what appeals to you in terms of its style and technical depth.
Author, XSLT Programmer's Reference and XPath 2.0 Programmer's Reference