How can I set up my watch in my phone ?

We're happy to help you but we're going to need better clarification and details.

Are you wanting to pair an Watch to your phone?

Read this article:

Set up and pair your Apple Watch with iPhone - Apple Support

If you've had the watch and need to pair it with a new phone, read here:

How to pair your Apple Watch with a new iPhone - Apple Support

If it's neither of these, please add more details.

Have a great Friday! :-D

You can find step by step direction in the link below:

Set up your Apple Watch - Apple Support