How can I connect Messenger to Apple Watch series 8?

IdrisSeabright is correct in that Meta, the parent company who owns Messenger, has never made an Apple Watch version of their app. You can certainly contact Meta and let them know this is something you'd like to see, but it's 100% up to them to bring the app to Apple Watch. Apple doesn't own them.

If by "messenger", you mean Facebook Messenger, I don't believe they have a Watch version.