Get a normal wood saw, the longer and more flexible the better.
Sit down on a fairly straight-backed chair, and clamp the saw handle between your knees.
Grip the tip of the saw with your thumb over the top, fingers underneath. Bend the saw down with your thumb, and while doing this, bend the blade into a slight S-bend with your fingers.
Tap the saw at the center of the bend. You should get a ringing sound. Bend the saw a little further down, and the note gets higher. It takes practice to get repeatable tones, so stick with it.
You have no recreated the sound of the musical saw. The musical saw was popular before the advent of amplification. With practice, the saw can sound like an eerie soprano voice.
Professional saw players use a cello bow and controlled knee movements to modulate the blade's whine.
Jim "Supersaw" Leonard wrote a book called "Scratch My Back," published by Kaleidoscope Press. This book is recommended if you would like to learn more.