Apple watch cellular doesn’t work from region to region

contact your cellular carrier and ask about your options, if they don't support support the EU eSim system (I believe usa and canada use a different system) the watch will only work as an gps apple watch

There are 2 Apple Watch cellular radios

• Canada, U.S. Mexico, Puerto Rico, Dominican Republic, Ecuador

• 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 installed Apple Watch software that prevent features from working when you get home.

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