Hi
Apple Watch Series 3 (GPS + Cellular) is not locked to any specific 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 the country of use that specifically includes support for Apple Watch.
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 country and supported carrier.
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
I suggest that you contact your preferred carrier to ask whether any given model of Apple Watch Series 3 (GPS + Cellular) would be compatible, in due course, with any service plan that they may plan to offer for iPhone and Apple Watch Series 3 (GPS + Cellular).
Note that the built-in cellular features cannot be used when roaming. Also keep in mind that warranty service availability may be restricted.