Can you use baking margarine to make a sauce or does it have to be real butter. Thanks In advance?

For a sauce that starts with a Roux you could use margarine. Or just use oil it would be healthier than margarine.
For a sauce that is finished with butter to slightly thicken it and to give that glossy sheen you should use real butter since margarine melts differently and at a lower temperature so you would more likely have a greasy sauce rather than one that has the butter emulsified into it.

Use real butter...........

If by "Can you" you mean, "is it possible": yes. If you mean "is it as good": no it is not.

There is no such thing as "baking margarine". Margarine is margarine.

I think it all depends on what kind of sauce you're making.. most sauces will require butter, since it's an actual real food with animal fat in it, rather that a chemically prepared spread that is only one molecule away from plastic.

Seriously.. butter is way healthier for you than margarine.. dump the margarine altogether and use butter always.

You can make the roux with virtually any cooking fat and flour (equal volumes). I've used olive oil and of course butter, but even mayonnaise would work. Just figure out the part of the substance that is fat and adjust accordingly. Butter is easy, it's 13% fat which is close enough to ignore.
Gravy, a type of sauce, is made from the fatty pan drippings from fried foods.
For a good introduction to sauces, read Complete Guide to Modern Cookery: Auguste Escoffier, H.L. Cracknell. It's on Amazon, and frequently available in book stores.
Escoffier takes a systems approach to sauces, starting with base or "mother" sauces, and modifying them into endless variations. It's often available in thrift stores, or easy to find on line.

Butter is def best

Yes, I've used stork [baking margarine], butter & Flora [sunflower spread], and had good results with each one.

You can use margarine. It just will not taste NEARLY as good.

yes you can use baking margarine. It would work better than tub margarine which has water added and can skew results.
Back when butter fell out of favor, margarine is what most people used in the mistaken belief that it was healthier.

margarine is gross and I only use it cause it has less fat than butter. But in cooking butter is best.

You can make a white sauce base with cornflour and cold milk. Add the milk slowly whilst stirring and it will be lump free. Then add the flavouring. I melt strong grated cheese in it for a cheese sauce. I add a dollop of olive oil spread and mustard for kick.