Should I turn off my Apple Watch when not in use to save battery ?

If you are planing not to use the Apple Watch for a longer time, you can switch it off.

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copied from: Restart Apple Watch - Apple Support

You can also turn it off in Settings/General -> scroll down to the end of the page -> switch off

Also have a look at these related articles:

Batteries - Maximizing Performance - Apple

Charge Apple Watch - Apple Support

You can leave the Apple Watch ⌚️ over the charger not necessarily need to turn it off just make sure you are using a passcode in the Apple Watch ⌚️

You're welcome 🙂