Does you watch have to be connected to bluetooth while you are connecting to your airpods via cellular?

I am having trouble connecting my airpods pro to my watch with cellular.

Do you need to have bluetooth on? I do not want to use my iphone. I want to connect my watch by using cellular so I don't have to have my iphone. I have a cellular plan for my watch and it is connected. I can't get my airpods to connect to the watch.