Obtain a saddle by trading with a wandering trader
Obtain a saddle from fishing (rare)
Obtain a saddle from loot chests in generated structures
Obtain a saddle from killing mobs that drop it (rare)
Crafting is not possible in vanilla Minecraft (saddles cannot be crafted)
Equip the saddle on a horse, donkey, mule, or llama by using it while mounted or on the entity