Hi Pauladesousa,
Thanks for coming out to Apple Support Communities. We'd love to help with any issues you're experiencing locating your iPhone from your Apple Watch. Let's get this sorted out together.
So that we're on the same page, please let us know more about what's going on exactly. What do you mean when you say your Watch isn't able to find the iPhone outside of Wi-Fi? Which step are you attempting exactly?
Are you attempting to use your Apple Watch without Wi-Fi enabled? If so, it's important to note that you'll want to keep Wi-Fi and Bluetooth turned on for both devices to use all features. This guide has more information:
About Bluetooth, Wi-Fi, and cellular on your Apple Watch
We're here for you if you've got any questions.
Have a great day!