You can pair an Apple Watch with an iPhone using the Watch app on your iPhone.
Make sure you have the Apple Watch app on your iPhone, and if not, download it from the Apple Store.
Otherwise, it will display a screen asking whether you'd like to restore your Apple Watch from a backup, or "Set Up as New Apple Watch."
If this is your first time using an Apple Watch you should tap "Set Up as New Apple Watch."
You can choose to add all the Apple Watch compatible apps that you have currently on your iPhone, or you can skip this step and manually select apps from the Apple Watch App after you've completed setup.