There are a few reasons why you may not be able to set up the Apple watch from the Stryd app on your phone:
The Apple Watch is only supported when you use an iPhone (not Android).
You have not yet paired your Apple Watch with your iPhone and installed the Stryd app on your phone.
Check that the Stryd app is installed on your Apple Watch using the Watch app on your phone.
Make sure you have a Stryd paired with the Stryd app on your iPhone.