"I always go swimming on Saturdays."
Think of it as 'on' or 'at'. Colloquially I usually omit it when talking about time, though. 咱們約今晚(在)七點在餐館吃飯吧。 Let's plan to eat at the restaurant at 7pm tonight.
I read hose comments, but still don't understand why it needs zai before time.
I think it must be some some sort construction: when you want to say that you always do something at a certain time, use "subject + 总是在 + time + rest of the sentence". However, this is pure speculation based on the sentences in this lesson.
why does 在星期六 go after 总是 here? usually the time is at the front of the sentence.
It is more idiomatic. And general rules always have exceptions, but it is always better to go off what you read, since what you hear may be colloquial but not (the most) accurate.