Is Apple Watch can change cellular ?

It would depend on where you originally purchase the Apple Watch, and what country you move to. The cellular Apple Watches are regional and they cannot be used outside of the region they are designed for. The Watch would still work like the GPS only watch, but the cellular would not be able to be activated if you are outside the original region.

iPhone Cellular Carriers that support the Apple Watch, which models, the radio frequencies each model uses, and the country where they offer service:

https://www.apple.com/watch/cellular

The above will tell you regions.

But the short answer is North American Region (Canada, U.S., Mexico, Puerto Rico), the rest of the world.