To use cellular you have to buy the cellular version of the watch,here is the differences between cellular and non cellular watches;
GPS only
Apple Watch Series 5 (GPS) lets you send and receive text messages, answer phone calls and receive notifications when it’s connected to your iPhone via Bluetooth and Wi-Fi. The built-in GPS works independently of your iPhone for distance, pace and route mapping in workouts.
GPS + Cellular
Apple Watch Series 5 (GPS + Cellular) has all the same features, as well as built-in cellular. It gives you the freedom to send and receive text messages, answer phone calls, receive notifications, and stream Apple Music and Apple Podcasts — even when you don’t have your iPhone with you.
Not all carriers support the apple watch.These are the US carriers that support the cellular watch;
AT&T
Appalachian4
C Spire4
Sprint Wireless4
T-Mobile USA
US Cellular4
Verizon Wireless4
Xfinity4