How do I make Piglins dance in Minecraft?

You can't. Piglins don't have the ability to dance. You may be thinking of parrots, which dance when a jukebox is playing nearby.

Piglins CAN dance, but you can't make them dance. To make Piglins dance this has to happen:

1. There must be more than one Piglin and more than one Hoglin
2. They can't be in a Bastion Remnant.
3. There is a 15% (Not completely sure) chance Piglins will hunt Hoglins
4. After successfully hunting the Hoglins there's a 10% chance of them doing a victory dance.

BTW when they do dance they dance for about 5 seconds.

Piglins don't dance via jukeboxes. The only way for piglins to actually dance is them having a victory hunting down hoglins.

Here's a screenshot where I spotted such happening:

I happened to see them killing a hoglin there while exploring the nether and pictured their victory.