How do you change timing chain on 2002 saturn 4-cylinder?

First, since it's a timing CHAIN, you typically don't need to change it until the engine is due for a complete rebuild... but, if you insist:

Remove the serpentine belt, alternator, AC compressor, power steering pump and all peripherals that are along the front of the engine, then remove the dampener pulley. To do that you should plan to at least remove the rocker valve cover, but it would be good if you could remove the pan as well. To remove the pan it would probably be easier to simply remove the engine.

Once you have the front cover of the engine exposed, remove the bolts around the perimeter of the front cover and GENTLY work the front cover off the block. Note that the front cover is also the oil pump housing, so treat it with care.

Once the front cover/oil pump housing is removed, the timing chain is easily accessible. Remove the tensioner rails, taking care with the adjustable rail, since the piston assembly that adjusts the rail has a spring in it; you don't want that to fly across the shop floor, never to be found again.

Turn the engine to #1TDC and note the position of the holes in the camshafts (if you have a dual camshaft engine, align both sprockets with the holes in the head, At that point, the timing chain sprockets, AND CHAIN, can be removed.

Don't allow the camshafts or crankshaft to turn while you're replacing the chain and sprockets.

Replace the tensioner rails with NEW rails when you replace the timing chain.

Remove and replace the front seal in the front engine cover/oil pump housing. Clean all gasket surfaces on the engine, housing cover and valve cover, and replace the covers as they were when you took them apart.

Put everything back where you found it.

... but most likely, if you need to replace the timing chain, it's probably time to rebuild the engine.