just had a apple watch delivered model SE It will not power up with the instructions given and it wont show it will charge.

Apple watch will not turn on or charge

The article If your Apple Watch won't charge or it won't turn on - Apple Support

is the best resource for this situation.

also  

If the Apple Watch has stopped responding,I suggest performing a force restart. Steps needed are found in the Apple Support article: Restart your Apple Watch - Apple Support

i.e. press and hold both the side button and Digital Crown for at least 10 seconds, then release both buttons when you see the Apple logo.

If you've completed that troubleshooting and the issue is still not resolved, use the link in the first article to Contact Support directly.