To be able to use Sauron's web interface you need to make sauron.cgi and browser.cgi (if you want to use the Sauron DNS browser) available through your WWW server. To do this you typically would either make symbolic links to these files or copy these files in your cgi-bin directory. Note, if you're installing from the RPM package, these symbolic links are created automatically, so you only need to check that your web server configuration allow symlinks in your cgi-bin directory.
You should use your web server configuration and/or firewall to limit access to sauron.cgi and browser.cgi CGI scripts only from the machines you need to access Sauron from.
Sauron web interface uses several icons and images that are by default installed under the top-level Sauron directory. You need to make these available through your web server via /sauron/icons/ directory (unless you're installing from the RPM which does this automatically for you). To do this you can create that directory under your WWW server root and then either make symbolic links or copy all the image files from <sauron top-level directory>/icons/ into this directory.