some of these sounds aren't really possible with simple oscillators, although you can pretty much adapt any synth sound that uses them to the axe fx (unless the sound has a large "release" value). you sometimes need to employ other fx blocks like filters or drive blocks, though. also learning about the adsr, envelope and lfo's is very helpful, as you'll need them to create dynamic sounds.
if you have access to a softsynth like a moog, or the Logic ES1, then you can transfer the settings across.
i can tell you for trumpet, use two square waves with slightly different duty values. you can download the my analog horns patch and have a look. i made that by watching a video on youtube about creating a similar sound on an analog synth.
search on youtube for analog synthesis tutorial, btw
