buy Apple watch SE in another country

There are 2 Apple Watch cellular radios

• Canada, U.S. Mexico, Puerto Rico
• The rest of the world

Carriers will not attempt to connect to an Apple Watch that does not use the correct radio.

If you do not get your Apple Watch in your own country, you may have to return the Apple Watch to the country where purchased to get warranty service.

If you do not get your Apple Watch in your own country, there may be country specific restrictions in the install Apple Watch software that prevent features from working when you get home.

https://www.apple.com/watchos/feature-availability/

Yes,if it's the GPS only version,if it's the cellular version then check with your network provider to see if it will work on their network.

If it's bought in the US then the cellular part of the watch WON'T work.