You cannot craft a saddle in vanilla Minecraft
Find saddles in chests in dungeons, bastions, desert temples, jungle temples, strongholds, ancient cities, nether fortresses, and other loot structures
Fish for saddles as treasure loot
Trade with a leatherworker villager at higher levels
Kill certain mobs that can drop saddles, such as ravagers and striders in some versions or situations
Use a saddle on a horse, pig, strider, or other rideable mob by right-clicking or using the interact button
Remove a saddle from a horse or pig by opening its inventory while mounted or by killing the mob
In Creative mode, get a saddle from the inventory menu