How do I connect Apple Watch to my MacBook Pro?

You can not pair the Apple Watch to a Mac, only to an iPhone.

Set up your Apple Watch - Apple Support

And you can only use the Fitness App on an iPhone or iPad:

And if you subscribe to Apple Fitness+, you will need an iPhone, iPad or Apple TV:

Devices you can use with Apple Fitness+ - Apple Support

Hello Fedotov_20!

I see that you are trying to connect your Apple Watch to your MacBook Pro.

1. First you need to download the Apple Fitness app and get Apple Fitness/Fitness+.
2. Now you need to check if your Apple Watch is connected to a device, if it is go to step 3 if not go to step 4.
3. Make sure that your MacBook Pro is logged in to the Apple-ID that the device that is connected to your Apple Watch then it will be connected.
4. Then follow the steps on the Apple Fitness app to connect it.

If you have any questions just contact me.