To listen to audio from your Apple Watch, you'll have to pair it with a Bluetooth headset.
That's because, while the Apple Watch has a speaker, it's only meant for tones, calls, and other short and simple sound. If you want to hear music, audio books, or podcasts ? and especially if you want to listen to music store locally on your Apple Watch, you'll need to pair. Any Bluetooth headset will do, and the process is super simple.
Full story from the iMore Blog...