Hi
Apple Watch (GPS + Cellular) only uses the built-in cellular feature when it cannot connect to the paired iPhone or to a trusted Wi-Fi network.
Keep in mind that built-in cellular features require a carrier service plan for your iPhone that specifically includes support for Apple Watch (including the carrier activating the device on the plan):
Apple Watch - Carriers - Apple
When cellular is being used, signal strength can be checked by using the Explorer watch face (a signal strength indicator is shown when cellular is being used) or by checking in Control Centre: