How to add Pre-Made Workouts directly from the Apple Watch?

First, make sure your Premium Plan supports Pre-Made Workouts. If you're unsure, you can see this here.

Then, just open SmartGym on your Apple Watch, scroll down and tap Explore. Choose the Pre-Made Workouts you want to add and then tap Add Workout. After it successfully adds your workout, just tap again to go back to the main screen. From there you will now see all your new routines.