I bought an Apple Watch and the iCloud is locked, how do I fix this?

You can't "fix" it. Activation lock is an anti-theft feature that cannot be bypassed. Only the previous owner can remove the lock. Apple will not help you find the previous owner. The watch is useless to you or anyone else. Dispose of the watch properly or try to get a refund.

What to do before you sell, give away, or trade in your Apple Watch, or buy one from someone else - Apple Support

The person that you bought this watch from needs to follow all the steps in this link;

Prepare the watch so the buyer can use it.

If they can't or won't then get your money back or recycle the watch and put it down to experience.