You cannot craft a saddle in vanilla Minecraft
Find saddles in dungeon 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 while fishing
Trade with a leatherworker villager
Kill ravagers for a saddle drop
Use a saddle on a horse, pig, strider, or camel from your inventory