I don't see a watch to track it, how do I turn location sharing for that particular watch?

On your iPhone, go to Settings > Privacy > Location Services,turn location services on then tap Apple Watch Workout, then tap While Using the App.

Then tap on maps then tap While using the app.

Then tap on System Services and turn on motion calibration and distance.

Another place to check is on the watch in settings/privacy/Location Services and make sure this is turned on and scroll down to apple watch workout and select while using the app.