Hi
Apple Watch Series 3 (GPS + Cellular) connects using the most power-efficient available method.
With a service plan for your iPhone that specifically includes support for the watch (including the carrier activating the device on the plan), this includes connecting to Wi-Fi as a fallback whenever a Bluetooth connection with your iPhone is not available and only connecting to the cellular network if neither a Bluetooth nor a Wi-Fi connection is available:
About Bluetooth, Wi-Fi, and cellular on your Apple Watch - Apple Support
Follow the instructions here to set up and use the built-in cellular feature:
- Set up and use cellular on Apple Watch Series 3 (GPS + Cellular) - Apple Support
- Use Apple Watch with a cellular network—Apple Watch Series 3 (GPS + Cellular) only
If you still need help, then I suggest that you contact your carrier in the first instance.
If the issue persists, then, depending on your carrier's advice, I suggest that you next contact Apple Support (mail-in service may be available, if required), make a Genius Bar reservation or visit an Apple Authorised Service Provider for assistance: