https://www.theverge.com/2018/9/20/17884478/apple-watch-audible-watchos-5-audiobooks

The latest Audible update brings the app to your Apple Watch, so you can listen to your audiobooks and podcasts without an iPhone. The new feature takes advantage of watchOS 5, which just rolled out this week to allow third-party apps like Audible to play background audio from the watch. Just make sure you sync the book from your iPhone or iPad before heading out, as the Apple Watch doesn’t support streaming from third-party apps yet.

The Audible app description mentions you can sync audiobooks to your Apple Watch via Bluetooth, but if you’re transferring over a big novel, it’ll probably take a while. But once you do, you’re free to listen to your audiobook or podcast at the gym, or anywhere you take your Apple Watch. The Audible app lets you pause, rewind, or set a sleep timer from your watch. It’s available as a free download from the App Store.