Apple Watch ultra cellular plan Ksa

The simplest thing would be to contact your cellular provider for help.

Here is a link however, which explains how to activate cellular service on a cellular Apple Watch --> Set up cellular on Apple Watch - Apple Support

This presumes:

1. Your cellular provider supports Apple Watch and is the same cellular provider you use on your iPhone
2. Your watch was purchased in the region you will use it as cellular Apple Watches are sold for different regions supporting different cellular bands

Edit: Here is a list of all carriers throughout the world who support Apple Watch --> Apple Watch - Carriers - Apple

I don't see KSA on the list, so you definitely need to contact them directly as you may not be able to use them on your Apple Watch.