Place your tongue tip near the roof of your mouth behind your top teeth. Push air through the narrow gap. No voicing.

Americans pronounce sauna as SAH-nuh (/ˈsɑnə/). Stress falls on the first syllable — keep everything else short and quick. You'll hear it in sentences like "The gym membership gives access to the pool and sauna".
Record yourself saying "sauna" and play it back. The mic stays on your device — nothing's uploaded.
2 syllables, 4 sounds. Tap a syllable to jump to its row, then explore each sound's mouth shape and how it's made.
Place your tongue tip near the roof of your mouth behind your top teeth. Push air through the narrow gap. No voicing.

Relax your lips and drop your jaw significantly. The tongue tip lightly touches behind the bottom front teeth and the back part of the tongue presses down a little to create more dark space in the back of the mouth.

The textbook way isn't wrong — it's just not how anyone actually says it.
Stress falls on the first syllable, not the others. Stretch SAH — keep everything else short and quick.
Don't pronounce the first syllable too fully. The unstressed syllable reduces to a schwa — the lazy "uh" sound — in casual speech.