Main point I'd make is do not use a saddle valve. They are a disaster waiting to happen. Tie into the supply line with a tee, ball valve, and necessary adapters to reduce and adapt to soft copper. Then use compression fittings to connect the soft copper to the ice maker. If you wish, you can run ridge copper from the valve to get close to the ice maker then do the adapting. You do not need a valve at the ice maker, if you need to cut that water line off, it's easy enough at junction with the supply line. You are correct about not soldering soft copper. You can get all of the fittings, valves, adapter, etc. at any big box store or plumbing supply. Again, do not use a saddle valve.