Playing music on Apple Watch without cellular and WiFi connection

On the Apple page “how to use your Apple Watch without your iPhone nearby” it says that I can listen to streamed Apple Music on my watch without a cellular or WiFi connection. I have been on many runs with my Watch and as soon as I leave the range of the WiFi and my phone, the music stops. How do I play music on my gps Apple Watch series 4 without service or a WiFi connection?