Apple will not support that configuration.
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 installed Apple Watch software that prevent features from working when you get home.
watchOS - Feature Availability - Apple
However, there are 2 cellular carriers in India that will allow you to connect a U.S. Apple Watch, with restrictions. There are some cellular frequencies used in India that the U.S. Apple Watch does not support. If the carrier uses those frequencies in some areas, you have may signal drop-outs when you pass through those areas.