How do you make saturated solution of sodium bicarbonate?
You dissolve it in water.
Sodium bicarbonate (baking soda) is only mildly soluble in water, and can only dissolve 8 grams of it in 100mL of water at room Temp. It increases in solubility as the temperature goes higher. If you need to dissolve large amounts, just add a lot of water, and then heat it up.
If you want a concentrated solution, then all you do is dissolve a lot of bicarbonate in a proportionally large amount of water, and then distill it. You do this by heating it up and letting the water escape through steam. Don't let all of the water go, however, because the ions will simply crystallize.