"Saddle N" means "Tap any number of other untapped creatures you control with total power N or greater: This permanent becomes saddled until end of turn. Activate only as a sorcery."

"Saddled" isn't an ability that a creature has. It's just something true about that creature. It won't stop being saddled until the turn ends or it leaves the battlefield.

Although the tokens enter the battlefield attacking, they were never declared as attackers. Abilities that trigger whenever a creature attacks won't trigger. If there are any costs to have a creature attack, those costs won't apply to the tokens.

An ability that triggers when a creature "attacks while saddled" will trigger only if that creature was saddled when it was declared as an attacker.

Any enters-the-battlefield abilities of the copied creature will trigger when the token enters the battlefield. Any "as [this creature] enters the battlefield" or "[this creature] enters the battlefield with" abilities of the copied creature will also work.

Creatures with saddle can attack or block as normal even if they aren't saddled.

Each of the tokens copies exactly what was printed on the original creature and nothing else (unless that creature is copying something else or is a token; see below). It doesn't copy whether that creature is tapped or untapped, whether it has any counters on it or Auras and Equipment attached to it, or any non-copy effects that have changed its power, toughness, types, color, and so on.

If a permanent becomes a copy of a saddled Mount, the copy won't be saddled.

If the copied creature has {X} in its mana cost, X is 0.

If the copied creature is a token, the token that's created copies the original characteristics of that token as stated by the effect that created that token.

If the copied creature is copying something else, then the token enters the battlefield as whatever that creature copied.

You choose which player, planeswalker, or battle each of the tokens is attacking as it enters the battlefield. They don't have to attack the same player, planeswalker, or battle that Calamity is attacking, nor do they have to attack the same player, planeswalker, or battle as each other.

You don't have to choose the same creature both times for Calamity's triggered ability.

You may activate a permanent's saddle ability even if that permanent is already saddled.