A common error when first installing SAGA-GIS and the SCIMAP module is:
"Failed to load shared library '...saga_vc8/modules/scimap.dll' (error 126: the specified module could not be found.).
The normal reason for this problem is missing Microsoft VC++ Redistributable 2010 set of libraries. You can download it at:
http://www.microsoft.com/en-us/download/details.aspx?id=5555
Once you have installed the package, you may need to re-boot. Once you have then opened SAGA, you may need to manually load the module (Modules menu and then load module).