By default you can stream all the music from your iPhone to your Apple Watch. If you want to leave your iPhone behind, however, you need to sync music over first.
Whether you're heading out for a run, hitting the gym, doing rounds, or doing housework, your Apple Watch can hold up to 2 GB of music all on its own. It doesn't offer the sheer number of options your iPhone does, but it does offer a lot of convenience. All you have to do is sync a playlist over from your iPhone. The transfer is wireless and best of all, it's easy to do.