The Polish days of week are not germanic in origin (like the English), nor linked to Roman mythology (like the romance languages) and so you just have to learn them. In Polish, the days of the week are not capitalised.
There are a couple of similarites to make learning them easier - if you already know the Polish numbers.
Thursday (the fourth day of the week) czwartek is similar to cztery (the number four).
Friday (the fifth day of the week) piątek is similar to pięć (the number four) or piąty (fifth).
And Saturday sobota originates from the Hebrew word Sabbath (meaning day of rest) which of course is similar to Saturday.
Polish is an inflected language and to say 'on Monday, 'on Tuesday' and so on, the preposition w followed by the accusative is used.
For example, sobota 'Saturday' becomes w sobotę 'On Saturday' 'and środa 'Wednesday' becomes w środę 'On Wednesday'.
As with many common Polish phrases you do not need to know that you are using the accusative to form 'on Monday' etc as phrases are learnt as a whole.
However, knowing that the case used is the accusative, helps identify the case when reading or listening to Polish.
|Sometimes, I play tennis on Sunday||Czasem gram w tenisa w niedzielę|
|It is Friday||Jest piątek|
|On Thursdays, I sing in a choir||W czwartki śpiewam w chórze|
|What do you usually do on Saturday?||Co zwykle robisz w sobotę?|
You can't avoid grammar when learning Polish, and one approach to this thorny (and for some unfashionable) subject is described in How to learn Polish.