If you don't have a cellular watch, some of your watch’s features will continue to work even if you leave your phone behind.
If your watch supports Wi-Fi, it can stay connected to your phone at any distance when they're both connected to the Internet. To stay connected to your phone, turn on and connect to Wi-Fi on your watch.
Not all watches can connect to Wi-Fi. Try turning on Wi-Fi on your watch. If you can't find "Wi-fi settings" under “Settings” on your watch, it’s not available on your watch.
With Apple Watch with cellular and an activated cellular plan, you can stay connected even when away from your iPhone. For all other models of Apple Watch, there are still things you can do even when you are away from your iPhone and not connected to Wi-Fi.
Apple Watch has a built-in GPS that allows you to get more accurate distance and speed information during an outdoor workout without your paired iPhone. Apple Watch also has a built-in barometric altimeter to get more accurate elevation gain/descent information. The always-on altimeter in Apple Watch SE, Apple Watch Series 6, and later is even more accurate, showing your current elevation in real time.