how to build a custom complication for a data that I pull from other source?

To build a custom complication for data that you pull from another source, you can leverage the expanded capabilities of widgets in watchOS 11. Here are the steps and relevant sessions to help you get started:

Use Interactive Widgets: You can now bring your interactive widgets to watchOS using the same APIs you're currently using on iOS and macOS. App intents let you create widgets with multiple interactive areas that perform actions and update state directly in the widget. This is covered in the Platforms State of the Union.
Customize Live Activities: If you want to provide a custom live activity view for Apple Watch, you can modify your existing live activity to customize it for the watchOS smart stack. This involves using the supplemental activity families to tailor the content for watchOS. You can learn more about this in the session Bring your Live Activity to Apple Watch.
Design Guidelines: For designing live activities, it's recommended to use standard margins and text styles to ensure that your live activity fits in with the visual language of the smart stack and remains legible at a glance. This is discussed in the session Design Live Activities for Apple Watch.
Preview and Test: Use Xcode to preview how your live activity will appear on watchOS. You can use the all variants preview in Xcode to see how your live activity will appear with your current configuration. This is mentioned in the Platforms State of the Union.
Update Frequency and Budgeting: Ensure your live activity is showing the most up-to-date information possible and works as intended by managing update frequency and budgeting. This is covered in the session Bring your Live Activity to Apple Watch.

Relevant Sessions:

By following these steps and referring to the mentioned sessions, you should be able to build a custom complication for your data source effectively.