Excellent question, young Caterpickle. Although astronomers are pretty sure that Saturn’s rings are composed mostly of water ice, they are still trying to figure out where all that water ice came from. Data collected by NASA’s Cassini spacecraft suggests that different rings may have been built in different ways.
Saturn’s gravity built at least some of the rings out of a cloud of dust and ice that coalesced around the planet when the Solar System formed some 4.6 billion years ago. Other rings may have been formed by the moons themselves. Photos from Cassini show Enceladus and other moons located in the gaps between the rings contributing salty ice and other material to them. (Not all the moons act so selflessly, by the way. Cassini has found at least one moon that is busily stealing material from Saturn’s narrow F Ring.)