To slur a note or a passage is essentially not to articulate it. So, if I'm given two notes, G to B on the alto saxophone, slurred, not articulated, would sound like this. In the scale, it would sound like this. Not articulated, as opposed to articulated. This becomes tricky when you've got larger intervals and when you're making bigger leaps.
It's important to keep the airflow consistent and to keep the jaw relaxed, otherwise you might get some undesired offshoots. For example, a passage like this, they're big leaps. If that's written slurred, you really have to make some adjustments here to make it not come out like this. Without articulating, this is all slurred. A quick little drop in the jaw; I think that's the only way to get around it, but it's a tricky thing to do, slurring.