I had a sauna yesterday is past simple. Past simple uses DID to form questions and negatives. I had a sauna yesterday. Did you have a sauna yesterday? You had a sauna yesterday, didn't you? I didn't have a sauna yesterday. etc.

Here, “had” is not an auxiliary, but the main verb. We use the *auxiliary* verb in the grammar structure that you’re practicing. With verbs in a simple tense, we use the appropriate form of do (do, does, or did) as the dummy auxiliary. For example: A: I went to the sauna yesterday? B: Did you (go to…).