the Galaxy watch comes as...
LTE or Bluetooth.
LTE means it has a esim so if you attach a network plan to it then the watch can work independently for calls, messages etc.
if its Bluetooth only then the watch needs to be in Bluetooth proximity to get calls, text etc... if its far from the phone then it won't fully work cause it relys on the phone data connection.
this is why LTE / Esim variant is more expensive than the Bluetooth only versions.