You cannot craft a saddle in vanilla Minecraft
Find saddles in dungeon chests
Find saddles in mineshaft chests
Find saddles in desert temple chests
Find saddles in bastion remnant chests
Find saddles in nether fortress chests
Find saddles in village chests
Find saddles in ancient city chests
Fish for saddles as treasure
Trade with leatherworker villagers
Loot saddles from certain mobs or structures in some game versions
Use commands in Creative mode to get a saddle