New Apple Watch band

You should be able to do so, the best way is to contact Apple Support and have them assist with just send back the band and not the Apple Watch and Band.

Get Support – Apple

https://getsupport.apple.com/

Call Customer Support (800) MY–APPLE (800–692–7753)

or online https://getsupport.apple.com/

or call AppleCare Support at 1-800-APLCARE (800-275-2273)

Outside the USA—Contact Apple for support and service by phone

See a list of Apple phone numbers around the world.

https://support.apple.com/en-us/HT201232

Absolutely! You can return your watch band any time within 14 days from the date you purchased it. Where did you purchase your watch band? If you purchased it online, you can start a no-contact return online at apple.com/orderstatus. It will allow you to create a return shipping label to ship your product from a drop off point or schedule a pickup at your location.

If you purchased your watch band from a physical store, you would have to bring your watch back to the store to initiate a return.