The salt will quickly cause cuprous oxide to form on copper and oxidize (rust) steel or iron parts. Added to that you have the galvanic reaction of the voltage difference in the 2 electrodes, which will accelerate the oxidation.
A laden jar capacitor can charge to a high voltage if you use air instead of salt water, however you can make a homemade capacitor using baking soda and aluminum foil. I found this video demonstrating how to do this, however, there is no instruction into the electrical characteristics of the device. The capacitance of the homemade device can be measured with a decent capacitance meter.
Hope this helps...