Like so many things, it depends!
If your watch was provisioned to use your 'main' phone number (assuming you have the LTE version), you can use it in 'standalone' mode right away.
The watch will send and receive calls as if it were your regular phone.
If your watch is the Bluetooth version, then it will have to be paired with your phone (and be within range of that phone) to work.
Although the LTE version can configure and add/delete apps by itself, it is much easier when it is paired to your phone, and to use the phone's interface.
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