How do I add a new phone number to add cellular to my set up watch. I have a new cellular number to put in

The Cellular + GPS Apple Watch shares the iPhone's phone number, and the carriers that support the Apple Watch charge a monthly fee. In the U.S. the fee is $10 per month. Here is a list of carriers that support the Apple Watch:

https://www.apple.com/watch/cellular

If you are talking about a 2nd iPhone number on a Dual SIM iPhone, then

https://support.apple.com/guide/watch/use-apple-watch-with-dual-sim-iphone-apd641d0e7f1/watchos

https://support.apple.com/en-us/HT209043

Have you got the cellular version of the watch;

Set up cellular on Apple Watch – Apple Support