How do I turn my Apple Watch on and off?

According to Use the buttons and screen on your Apple Watch:

"Press the side button

• Press to show or hide the Dock.
• Press and hold to use Emergency SOS.
• Double-click to use Apple Pay.
• Press and hold to turn your watch on or off."

In WatchOS 9, press and hold the elongated side power button until the SOS screen appears. In the upper right hand corner, you will see an icon of a power button. Tap the icon and the swipe to power off will appear. Swipe to power off.

To power on the watch, hold the side elongated power button until you see the Apple Logo, then let go. Enter your passcode when prompted.