cellular connection on my apple watch

You have asked two different questions. Under the title, you mention cellular connection on the watch. In the body, you ask about pairing the watch. Not sure which one to answer, but to see if the watch is paired to your phone, which would would have done when you activated the watch, swipe upwards from the bottom of the screen to expose Control Center, and you should see a small green iPhone shape in the upper left corner of the screen.

If you have a question about a cellular connection, then you need to explain your question.

That would depend. However, you can see the scenarios you can use it here, How to use your Apple Watch without your iPhone nearby - Apple Support