I don’t know where you put the SIM card into, I have a Apple Watch 3

You can’t put as SIM card into an Apple Watch. The cellular models (Series 3 and Series 4) have a hardware eSIM permanently part of the electronics, and this has to be configured over the air by your cellular network.

Exactly which model watch do you have? If it has a red dot on the Digital Crown it is capable of cellular otherwise its Bluetooth and WiFi.