Hi
Yes, you can.
Without enabling the built-in cellular feature, Apple Watch Series 3 (GPS + Cellular) - like the GPS-only model - supports:
Streaming music from Apple Music when it is either connected to your iPhone via Bluetooth (and your iPhone has access to the Internet via Wi-Fi or cellular data) or when it has connected to a compatible Wi-Fi network as a fallback.
Listening to music that has been synced to your Apple Watch, even when your Apple Watch is not connected to either your iPhone or to Wi-Fi.
Instructions for listening to music on Apple Watch - including via streaming and for listening to tracks that have been synced to your watch - are detailed here:
Bluetooth headphones or a Bluetooth speaker are required, paired to your Apple Watch (music cannot be played from the built-in speaker):
Connect Bluetooth headphones or speakers
The functions that are available on Apple Watch when it is away from your iPhone depend on various factors including:
Features and requirements that apply under various circumstances are detailed here:
How to use your Apple Watch without your iPhone nearby - Apple Support