You cannot craft a saddle in vanilla Minecraft
Find a saddle in dungeon chests
Find a saddle in desert temple chests
Find a saddle in village chests
Find a saddle in bastion treasure chests
Find a saddle in nether fortress chests
Find a saddle in ancient city chests
Buy a saddle from a leatherworker villager
Fish for a saddle as treasure
Loot a saddle from certain structures and chests