Step 1: Understanding the Concept
Percussion instruments produce sound when struck or shaken. Wind instruments produce sound by blowing air through them.
Step 2: Detailed Explanation
A drum, a daphali (a hand-held frame drum) and a xylophone are all struck, so they are percussion instruments.
A saxophone is blown with a reed, so it is a wind instrument.
Final Answer:
The saxophone is not a percussion instrument, option (B).
\[ \boxed{\text{Saxophone (B)}} \]