Sadao never actually makes an appearance in the series and is only mentioned on the Joestar Family Tree. In the story, only his name and occupation are given.
He seems to be disliked by his father-in-law Joseph Joestar, as Joseph starts disliking Japanese people after Holy marries Sadao and moves to Japan.
Stardust Crusaders (1988)
Sadao married Holy Kujo, the only daughter of Joseph Joestar. After Holy moved to Japan, they had their son, Jotaro Kujo. Leaving his family to travel around the world as a famous Jazz musician, Sadao was not present during the events of Part 3.
The information below derives from a source not written by Araki. As such, it may or may not be considered canon.
In the light novel Crazy Heartbreakers, Sadao Kujo participated in a Street Jazz Festival at Morioh a few years prior to 1999. He led an electric band and performed the song "Black Satin" with his trumpet using a wah-wah mute. His performance was so mesmerizing that it is still talked about in the present, since it was as if he had transformed the street into another dimension while performing.