You will link Apple health. Not the watch itself. But then in the watch settings on the phone you turn on complications for MFP and you will get notifications on the watch that way.

I had nothing but problems between mfp and my Apple Watch. The Apple app uses a different algorithm to track activity and the two never synced right. I tried all the forums and even contacted Apple but there was no solution. Ended up getting rid of it and buying a Fitbit blaze. Which is working perfectly and has become pretty accurate over time.