My Apple Watch Activation lock not be connected with my iPhone

Hello, dhruv244.

If you are the original owner of this Apple Watch and did the original setup, you should login to your iCloud account from a computer browser and remove the activation lock. Here's how:

About Activation Lock on your Apple Watch - Apple Support:

https://support.apple.com/en-us/HT205009

If you recently acquired this watch from it's previous owner you will have to contact that person and have them remove the lock as directed in the above article.

Restart both the the iPhone and the computer.

Please see this support article–

If your iPhone... won't update - Apple Support:

click> https://support.apple.com/en-us/HT201435

Particularly look at the section about "Remove and download the update again"

Did you follow the on-screen directions to Unpair your watch and pair it again with your iPhone?