how do I know my Apple Watch last location ?

It tells you on the page you came from;

Sign in at iCloud.com or use the Find My app to see your watch on a map. If your watch is nearby, you can tap Play Sound to help you find it. Your watch rings until you tap Dismiss.

Your watch must have been dead for more than 24 hours then.Which means you can only find it the manual way.

this lists your option

If your Apple Watch is lost or stolen - Apple Support