As explained in the previous answer, this is explained in the 'Hints and Tips' for the section.
On its own, Sadwrn is the planet Saturn. To make 'Saturday' you have to say dydd Sadwrn. Similarly for the other days of the week.
With bore dydd Sadwrn and prynhawn dydd Sadwrn the dydd is sometimes dropped because it is obvious form bore/prynhawn that you are talking about the day of the week and not the planet. With nos Sadwrn (Saturday evening/night), dydd is not used, again because it is clear what you are referring to.