The 28-year-old winger flew into the country on Sunday to link-up with Phil Parkinson’s squad in Scotland and could possibly feature in Saturday’s game against St Mirren.
Sao has already been linked with Reading, Stoke City and Sheffield Wednesday this summer after his contract at Sochaux came to an end.
Able to play on either wing, or behind a main striker, Sao made an unconventional start to his footballing career, starting in the indoor version of the game.
After moving to Le Harve five years ago to play the 11-a-side game the forward, of Senegalese descent, scored six goals in 36 games before moving on to spend three years in Sochaux, where he scored nine goals in 68 games.
Wanderers will take a look at Sao over the next few days before making a decision on whether to offer him a permanent deal.
Parkinson hopes to move along on a couple of new signings this week and would be in a position to have players complete medicals and paperwork at the training base just outside Edinburgh.
The club has confirmed a home friendly will be played against La Liga outfit Girona on Saturday, July 21, at the County Ground in Leyland.
Wanderers are unable to stage a home friendly this season because of concerts being held on the pitch but will welcome the Spanish side at their reserve base.
The club has also confirmed its friendly against St Mirren on Saturday will kick off at the earlier time of 12.30pm to allow fans to watch the World Cup quarter final, which could include England.
Meanwhile, it is expected the Whites will soon formally announce the departure of development squad players Alex Perry, Liam Morris and Adam Mitchell.
Liverpuidlian Perry has been training at Wigan Athletic as he searches for a new club. The midfielder made a couple of first team appearances for Bolton and also had a loan spell with Sutton Coldfield.
Ex-Everton full-back Morris helped David Lee’s side to the national league title last season.
New Zealand international Mitchell was also part of the successful squad and is thought to have several options to stay in England, including League One Accrington Stanley.