。
I don't know where my watch is.
Literal
I [of-の] watch where [at-に] exists [question-か] not-know.
An embedded indirect question — '[where the watch is] [I don't know].' The clause どこにあるか takes か to mark it as an embedded question. Note the casual drop of は after 時計 — this is common in spoken Japanese. 知らない is the plain negative of 知る ('to know').