Were you looking at this?
https://github.com/retropie/RetroPie-Setup/wiki/Saturn
It showed up for me. Sometimes I have to reboot/ refresh for the ROM folder to show up over winscp (if that’s what you’re using) if all else fails and it installed correctly you could always create a new folder. (You have to install the Saturn emulator from the experimental menu first if you haven’t done that yet)