My apple watch se can not unlock my macbook pro.

https://support.apple.com/en-us/HT206995

https://support.apple.com/guide/watch/unlock-your-mac-with-apple-watch-apd4200675b8/watchos

See the above links.

Some high points.

1. Make sure the Mac and the Apple Watch are on the same WiFi network. Should not matter, but I've it does affect things.
2. Check that your Mac's Bluetooth preferences sees your iPhone.
3. Mac and Apple Watch are signed into the same iCloud account
4. Your iCloud account has 2 factor Authentication enabled.
5. Your Apple Watch must have a Passcode. Apple Watch -> Settings -> Passcode
6. Make sure your Apple Watch has "Wrist Detection Enabled". Apple Watch -> Settings -> Passcode -> Wrist Detection

And again, read the above 2 links and make sure you have dotted all the i's and crossed all the t's.

I unlock my 2016 15" Macbook Pro and my 2017 13" Macbook pro multiple times a day. Only maybe once a week does it ask for my password.

NOTE: If I am screen sharing, the Apple Watch unlock will be blocked.

And one more thing. At first I could not get the 13" Macbook Pro to play, but this was because it was at work 24/7 and it was the corporate WiFi network. When I brought the 13" Macbook Pro home (because of Corvid-19 working from home), all of a sudden, my 13" Macbook Pro allowed me to enable the System Preferences -> Security -> General -> Unlock with Apple Watch.

While the 13" was at work, it would not even show me that Security option. So make sure you are doing this in a friendly WiFi environment, such as your home.

Someone recently posted, that everything started working after going through all the web links steps, and making sure Wrist Detection was was enabled, they rebooted their Mac.

Maybe reboot your Mac, power cycle your Apple Watch, and because there is no good reason to do it, power cycle your iPhone 😀