Turn off the supply valve supplying water to the copper line running closest to the ice maker.
Find a location on the copper water line that allows you enough room to work and has the straightest line to the ice maker inlet.
Align the tip of a center punch with the selected location on the copper pipe. Strike the back of the punch sharply with a hammer to make a small indentation on the copper.
Secure a 1/16-inch drill bit in the chuck of a drill motor. Place the tip of the drill bit on the indentation made by the center punch. Drill into the copper pipe slowly to ensure the drill bit does not break.
Turn the two hex nuts -- located on the saddle side of the valve -- counter-clockwise by hand until they remove from both bolts. Align the opening of the saddle valve with the drilled hole. Ensure the holes line up perfectly. Place the saddle on the side opposite the valve. Hand thread one hex nut on the end of each bolt.
Tighten the two hex nuts with an adjustable wrench until the valve assembly fastens tight to the copper pipe.
Turn on the supply valve to supply water to the copper pipe.