You'll need to call O2.
Numbers here Guide: Coronavirus Community Help and Support
Advice from an O2 Guru regarding a way to get through:
When you call, you will be asked for the reason you are calling,
Stay silent for 15 seconds and you will be taken to the keypad options.
Press 2 for Everything Else
Press 5 for More Options
Press 7 for Anything Else which will put you though to an advisor.
Press Upgrade, Lost/Stolen or Fraud if you have to.
Veritas Numquam Perit
You don't have a physical sim in an Apple watch.
It uses an eSim.
Just go to your watch app on your phone and follow the setup routine for a data connection.
No, it's already installed.
Just needs activating by the above process.