Fairly specific Apple Watch SE family set up question

Hello all, I know this is a pretty specific case and may not apply to everyone, but looking to get some help. My daughter has an iPad that is logged in to our "Family Sharing" account with her own email and password. We have all the normal parental controls and downtime set up for her device. We recently purchased an Apple Watch SE for her to contact us and her grandparents. I noticed it has the music and radio apps, and it says you can use the iPhone you set up the watch with to log in to music, but I have not been able to find that option anywhere. I can see where I would add music to my own personal watch, but that option is not available when I select her watch. I have gone through all of the screen time options and don't see anything related to music, so I don't believe that is the issue. Is this something I would need to set up on her iPad first? Thanks for any help!