In SAB under folders in config you need to specify a folder where SAB can find the scripts, for sickbeard the scripts are in autoprocess tv, but you can move them wherever as long as SAB knows where the folder is, then in SAB under categories you can select the sickbeard script to process your downloads.I have followed alt's guide, otherwise I wouldn't honestly know how to set SABNZB to execute the sickbeard scripts...?
Also remember that NZBSA is limited to 20 grabs a day whereas NZBmatrix is 150
As regards wanted episodes, in sickbeard go to manage, backlog overview, scroll down to the show you want downloaded and click on the blue upward pointing arrow that says backlog, that should get the downloads started