The Xiaomi Watch S3 supports playing the local music. You can switch the music source, choose to play the local music on the watch or control the music on the phone. When the watch connects to an Android phone, the phone music can be downloaded to the watch for playback, and a playlist can also be added.
Here is the path below for your reference:
On the phone, navigate to the [Mi Fitness] APP >> [Music] >> tap the icons at the upper right corner to download the music to the watch or create a playlist.
Note:
When connected to an iOS phone, the watch does not support downloading songs, however, if there are songs in the watch, they can be played normally.