Hi
There two different versions of Apple Watch Series 3: GPS-only and GPS + Cellular.
The GPS-only models can be used with any carrier and do not have built-in cellular features.
- Apple Watch Series 3 (GPS) requires an iPhone 5s or newer with iOS 11 or newer.
- Apple Watch Series 3 (GPS + Cellular) requires an iPhone 6 or newer with iOS 11 or newer.
Apple Watch Series 3 (GPS + Cellular) is not locked to any specific country or carrier and has a built-in eSIM that copies information from the iPhone's SIM card.
The built-in cellular features require a carrier plan in your country of use that specifically includes support for Apple Watch (including the carrier activating the device on the plan).
If buying Apple Watch Series 3 (GPS + Cellular) in another country, then you would need to buy a model that supports the relevant LTE and UMTS bands for your intended country of use and your supported carrier there.
There are three different regional versions of Apple Watch Series 3 (GPS + Cellular), each supporting different LTE and UMTS bands, as detailed here:
Apple Watch - Carriers - Apple
If in doubt, I suggest that you contact your intended carrier to ask whether any given model can be used on their network with a service plan (current or planned) for iPhone that supports Apple Watch Series 3 (GPS + Cellular).
The built-in cellular features on Apple Watch Series 3 (GPS + Cellular) cannot be used when roaming. Also keep in mind that warranty service availability may be restricted.