One of the first things you'll want to do with your new Apple Watch is load it up with your favorite apps.
Apple Watch apps are really extensions that live inside the App Store apps on your iPhone and "project" interfaces and interactions onto your Apple Watch. That makes them something more like the widgets in notification center than the full-blown apps on your iPhone. It's also why you don't install them directly from an App Store on the watch, but rather from an "App Store" in the Apple Watch app for iPhone.
Full story from the iMore Blog...