Listen to music, podcasts, and audiobooks on your Apple Watch
https://support.apple.com/en-us/HT204691
Play music on Apple Watch
https://support.apple.com/guide/watch/play-music-apd70768b20b/watchos
Add music to Apple Watch
https://support.apple.com/guide/watch/add-music-apd483798d11/watchos
Pandora also offers streaming music via Apple Cellular models, as well as offline playlists that can be transferred to the Apple Watch for GPS only or the cellular user that does not want to drain the battery using the cellular radio
Spotify does not offer cellular streaming. I only mention it because a lot of people ask for Spotify and are disappointed that Spotify does not offer the service.