Yes, your Saturn will fail the smog check if the Service Engine Soon Light is on. The smog technician will connect the smog test machine to your Saturn's Data Link Connector. The information from your Saturn's engine control unit (ECU) will transmit the Service Engine Soon Light status, along with the stored trouble code(s) causing the Service Engine Soon Light to turn on, to the smog test machine; and subsequently, your Saturn will fail the smog inspection.
The Service Engine Soon Light is there to inform you that the ECU has detected a fault which may cause an increase in harmful engine emissions. You should have a smog check repair center retrieve the trouble code(s) from your Saturn's ECU and repair the fault prior to getting a smog test.