An Apple Watch will only play alerts and Siri responses through its built-in speaker. To listen to music or other audio, you need to use a set of Bluetooth headphones (or even a Bluetooth speaker). Here's how to set them up.

Put Your Bluetooth Headphones into Pairing Mode

To pair Bluetooth headphones with a new device, they need to be put into pairing mode, which makes them available for new connections. The exact process varies from make to make, but it normally involves holding down the power button, a dedicated pairing button, or a combination of buttons for a few seconds.

If you're not sure how to put your headphones into pairing mode, check the device's manual. If you've lost that, perform a web search for the make and model of your headphones and "pairing mode."

If you haven't put your headphones into pairing mode, your Apple Watch won't be able to find them.

Pairing Bluetooth Headphones With Your Apple Watch

On your Apple Watch go to Settings > Bluetooth.

Put your headphones in pairing mode and make sure they're within range of your Apple Watch.

Within a few seconds, your headphones should be listed under Devices. Tap their name and they'll connect.

Selecting Bluetooth Headphones on Your Apple Watch

The next time you turn your headphones on when your Apple Watch is within Bluetooth range, they should connect automatically. If they don't, you can manually select them.

On the Home Screen of your Apple Watch, swipe up to access the Control Center. Tap the "Audio Sources" icon and select your headphones from the list.

Now, all audio will play through them.