I have Apple Watch with model no A1861 version 4.3.2 bouth in Dubai which is not working in India what to do?

I’m sorry this is not going to be the answer you were hoping for. You have the North American version which is not compatible with Indian cellular networks. Apple Watch - Carriers - Apple has details of compatibility. In an ideal world you would be able to return the watch to the seller and get your money returned, but Dubai is probably too far for this to be economic, and you wil have been using the watch so it is no longer ”new”.

Your only solution to get Apple Watch cellular version working in India is to buy the correct model, A1891. There is no way your A1861 can be modified or upgraded and based on other reports here there is No Way you will be able to get it exchanged by Apple for the correct model. Apple will not want the A1861 as an exchange, it has no value to them in India. The only thing I can think to do with the A1861 is to look for friends or relatives living in USA or Canada, and gift the watch. Otherwise you could continue to use it without the cellular function, paired and connected through your iPhone.