connecting my apple watch to my esim

Your cellular provider needs to configure the eSIM for the Apple Watch to work as part of your iPhone's plan. It is not as simple as just getting an eSIM. Please see the document linked by Ruder, then contact your cellular service provider to get it done right, first time!

Also, check that your cellular network does in fact support Apple Watch. Apple Watch - Carriers - Apple

have you read

Set up cellular on Apple Watch - Apple Support