You can use Wi-Fi as an alternative to the mobile network when establishing an internet connection. This way your Apple Watch doesn't use mobile data.
Press the Digital Crown.
Press the settings icon.
Press the indicator next to "Wi-Fi" to turn on the function.
Press the required Wi-Fi network.
Press the required setting.
Key in the password for the Wi-Fi network and press Join.
Press the Digital Crown to return to the home screen.