How do I get the volume turned up on my Apple Watch?

Watch, settings, Sounds & Haptics, use the slider.

If the max volume is not loud enough there is nothing further to be done.

If you suspect it is a hardware failure then see Apple Watch Service & Repair - Apple Support

Also, the loudness of the speaker may depend on how new your watch is. I recently read that the newer Apple Watch speakers can be much louder than their predecessors.

Edit: Well maybe much is an understatement but you get the idea, right?