Apple Watch Cellular activation in China
Note that there's no slot for a physical SIM card on the Apple Watch. You must add the SIM card to your iPhone. This can either be a physical SIM card, or a virtual SIM-card known as an eSIM. An eSIM usually takes the form of a letter or email containing a QR-code that you scan with the camera in your phone.
If you have a recent iPhone, you can add both a physical SIM and an eSIM to your phone at the same time. So it might be easiest to ask your friend to purchase an eSIM, and scan the code on your phone.
Note: In some places it could be illegal to get others to buy phone services in order to circumvent legislation.
Also note that there exists different models of the Watch that supports different radio bands - the watch you have bought in Shanghai probably won't work with cellular in North America. Apple has a list of the models and bands here:
https://www.apple.com/watch/cellular/#table-series-6
Apple's lists here that there are unique restrictions on Apple Watch cellular usage in China - stating that for China Mobile you can only use it with subscriptions opened in Shanghai, Shenzhen, Guangzhou, Nanjing, Chengdu, Hangzhou and Tianjin, while for Chine Tleecom it can only be used with subscriptions opened in Chengdu, Guangzhou, Hangzhou, Nanjing, Shanghai, Shenzhen, and Wuhan.