You're recalling wrong, or you were reading nonsense. Lots of engines were destroyed in testing (particularly before computer modelling, this was basically how rocket engines were _developed_), but no, no Saturn V ever exploded on the pad. Prior to this incident, the most-impressive on-pad boom was one of the N1s.
No fully assembled Saturn V ever failed, though a few of them had near-misses.
It's a weird debarc point to discuss non testing craft vs testing. And "fully assembled", when spacex is flying non-final builds on purpose, using a different test methodology.
Yes! I am sure! That did not happen!
Early development of Saturn V rocket engines involved destructive testing, but a whole rocket would not have been involved at that point.
Here's some later ground testing of final engines: https://www.youtube.com/watch?v=-rP6k18DVdg
No one has ever built a plane, or even a car without breakage during testing. The very idea is absurd. There's a whole profession called "test pilot".
I don't know why anyone would suggest otherwise.
I'm sure there are links aplenty, but the absurd suggestion here would be building a rocket and having zero incidents of failure. That beyond weird. That's what needs a "do you have a link" question.