What does the battery icon look like on my Apple Watch SE, and how do I know if the charge is low?

You need to add or change a face complication as "Battery"

The appearance depends on the face chosen

At any time you want, swipe up from the bottom of the watch screen to open Control Center, where your remaining battery percentage is plainly shown.

See also "Low Power Mode in watchOS9" section in Check your battery and charge your Apple Watch - Apple Support