Saturn appears in the film as a type of limbo that is inhabited by sandworms. Adam and Barbara arrive here when they try to leave their home by 'normal' means after their death. This happens to Adam first in which he appears in Saturn for a short time in which he is almost attacked by a sandworm until Barbara pulls him back onto the houses porch; Barbara tells him that he has been gone two hours therefore we can assume that, like the rest of the afterlife, time does not work the same here as in the living world.
In an early script, it was called Titan. Incidentally, Titan is the name of one of Planet Saturn's moons. It's possible the desert is Titan, and the giant planet seen in the sky is Saturn.