Please note that your watch, phone and app have to be connected to each other in order for this to work.
To set an alarm, go to your Connected Watch App
Tap on the clock icon on the bottom of the home screen.
Tap the 00:00:00 digits on the top of the screen. Then, adjust the time accordingly.
Tap 'Set Alarm' to complete the set up.
Your device and watch will go off at the time you have chosen.
IMPORTANT : If you set your alarm using the iOS native clock app, your watch will not beep or vibrate once your device alarm goes off.