As it’s already been said, there is no physical Sim in the AW. However, yes a watch bought in the UK will work in Spain. I tried using my cellular S5 with Vodafone but it only ever worked sporadically (unable to send/receive texts only iMessages, not receiving calls and unable to use Siri) when away from my phone, despite many calls to Apple and Vodafone. I’m now back to using AW when my phone is nearby.