How can I put a conjunction into this sentence?A saxophone player stands on the sidewalk. He stands there each afternoon.

To refine the first answer just a bit, the correlative conjunction is not only...but also, rather than just but, since but is really a coordinating conjunction.  The sentence then can read "Not only does a saxophone player stand on the sidewalk, but he also stands there each afternoon."  This use of these correlative conjunctions is a fitting relationship between the two ideas as the second can logically be an additional idea to the first.

With the use of although in the second sentence there may be some confusion since in this sentence the idea denoted is that the saxophonist stands on the sidewalk even though, in spite of the fact,[which mean the same as although] he stands there every afternoon. 

Perhaps, then, another way to write the sentence using a subordinating conjunction is by using as, which can function as a conjunction meaning in the same manner:

A saxophone player stands on the sidewalk just as he stands there each afternoon.