Apple Watch not vibrating on turns (Maps)

I think you need to take us through the steps you are performing and what shows on your Watch AND iPhone.

For example if I do this it works fine:

1. On Watch, open Maps
2. Enter a location (e.g. search for restaurants, pick one)
3. Choose your Directions travel method (walk, drive, public transport)
   
4. Tap on the direction summary to begin (or tap 3 dots to see list of directions)
   
5. The first direction appears on Watch and iPhone
6. Force press on Watch to show X End action

Also check you have Alerts turned in your iPhone's Watch app under My Watch->Maps

is your watch on do not disturb? or does it vibrate?

You cannot navigate on Apple Watch without your iPhone. The navigation is done through the phone and your watch is the additional display.

See this community question:

Is navigating possible with GPS watch only

if you have access to an apple store, they can visible see things and troubleshoot for you.

I am a bit confused as well, if you are on Watch OS 5, there isn't any start button, you can press the ... to select and pick an option such as walking or car. Maybe there is one but i couldn't see it just then.

Are you using Apple Maps app? I was able to freely spin and search for addresses and starts directions using the Apple Watch.

You can use Siri to also start map directions.