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You will program the weekend day the same as you do weekdays. See instructions on pages 8-10 in this manual and let me know what questions you still have if any.
I see. Most of the Honeywell stats will let you select different schedules for each individual day. Looking closer at your manual, this one does not. It only offers what they call 5/2.
In other words you can program 4 periods for the same all 5 days and for the 2 weekend days, but you can not split them up like different periods for different days.
To do this you will require a different thermostat.Let me know if you need a recommendation for a thermostat that will allow you to choose different periods for individual days.