Developer Hamza Sood has done some digging inside the public iOS 8.2 build that was distributed to users on Monday. Although the Apple Watch is included by default as stock app (undeletable, whether you like it or not), the OS also includes an Activity app. Although it was previously known that the app existed, Apple has not shared details about what features the app has or even how you installed onto your phone.
Sood claims that the Activity app automatically appears on your Home Screen, once an Apple Watch is paired to the iPhone. After setup of the Activity features on the Watch itself, the app unlocks.