Re: how do i start my own band?
Well, you are probably thinking of a curved soprano sax.
About starting a jazz band. No offense, but it seems that you are quite inexperienced yet. Before you entertain the idea of starting a jazz band, learn as much as you can about playing music first. Get a good teacher, practice, and go to jam sessions. You have to do a bit of shedding before you can start your own jazz band. It's not like starting a rock band, where you can get your friends together in a garage and know only 3 chords and still be able to play a basic rock tune. Of course, even with rock music, you have to practice if you really want to be good.
What instruments are needed? Whatever combination gives you the sound you want, and can play the music you like. Listen to aa many jazz recordings as you can, getting ideas of which instrument combinations you like best. My group in NYC consisted of me on Alto sax, guitar, keyboards, bass and drums. Occasionally I added more saxes when they were available, and a trumpet or trombone.
The basic set-up is the trio, piano, sometimes guitar, bass and drum. Then a quartet, where you add a horn, or a piano or guitar. After that, whatever you like. Trumpets, trombones, various saxes, etc. You can really do anything you want.
However, practice and hone your chops first. Know the music, and know the instruments. If you're going to play the sax, know your saxes. I know by your question about the sax that you are still a beginner, so you're not yet ready to start a jazz band. However, after you practice and pay some dues, I wish you luck, and a happy experience in music.