A piece of paper can float on water because the density of paper is less than that of water right? Similarly Saturn is just seemingly so huge. Most part of Saturn is not rocks or solid surfaces like Earth. But Saturn is mainly composed of gases and its density is much much much lesser than that if water.
But in order for Saturn to float we must bring a vessel which is very very large.. A vessel full of water. A vessel that is larger than Saturn itself. We can't do that ever practically., it's only theoretically possible.