If you are a classically-trained woodwind player, playing into a microphone might be a new experience for you.
A rock band that I play in (flute and saxophone) does a lot of shows in small clubs and bars, and the sound guy (or girl—I’m using “sound guy” from here on out, with gender-neutral intent) is usually used to miking vocals, guitar amps, and drum sets, and may or may not know what to do with a woodwind instrument. I can often help things along, and make sure the band and I sound our best, by coming armed with a small amount of knowledge.
Here are some basic tips for looking and sounding like you know what you’re doing. I’m assuming here that you’re not doing anything fancy gear-wise (there are plenty of options if you want to buy a clip-on mic), just showing up with your instrument and using the venue’s basic sound equipment.