The first step will be to ask Saba what their backend database is, and if you have permission to access it. (I was unable to find this information on their website).
If the backend database is one that Tableau has a connector for, like MS SQL Server, you can connect directly if you have permission.
For many LMS systems, you can download flat files of the data to use in Tableau Desktop, or there are APIs available that you can download data from, or even develop a Web Data Connector to programmatically pull down data.
Without knowing more about Saba, it's difficult to know which method will work. I'd recommend talking to your account rep at Saba about their offerings.