No cellular option Apple Watch series 8

Series 8 watches can be purchased as GPS only or GPS+ Cellular. Did you purchase a GPS only Apple Watch?

If you purchased a GPS+ Cellular Apple Watch, does your cellular provider actually support Apple Watch (not all providers do)?

And finally, if you bought your watch in a country which is not the country you live or will use the watch, its possible the watch you purchased is not compatible with the cellular bands in the country you live.

Supporting the comments made by lobsterghost1, refer to Identify your Apple Watch for help in identifying your specific model.