Calamity, Galloping Inferno

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.

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

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.

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

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.

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.

"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.