To connect your Apple Watch to your iPhone, ensure both devices are charged and have Bluetooth enabled. Place your Apple Watch near your iPhone, then open the Apple Watch app on your iPhone. Tap "Start Pairing", align the watch face with the on-screen animation, and follow the setup instructions. If needed, restore from a backup. Sign in with your Apple ID, enable features like Siri and Apple Pay, and wait for the sync to complete. Once done, your Apple Watch is ready to use!