Some Salvia, like this blue variety, which turns pink in different soils, will seed itself in open, dry positions and you can dig it up in June and replant it anywhere where it will return the following year.
Other Salvia is more difficult. Some will not return the following year, so if you buy it check whether it can cope with frost, or look for the label perennial, biennial. With some plants, the root is underground and the plant will return for several years. So do not give up on it.
My top tip is to plant salvia in June when it is putting on new growth. I learnt this by trial and error.
You can also take a cutting with a touch of woodiness to the stem and a new shoot, and root with organic rooting powder.
Remove the cellophane after 4 days and water ever 3 days in dry weather.