First update package list and upgrade your operating system:
sudo apt update && sudo apt upgrade
To install Wireguard use command:
sudo apt install wireguard
Now check if Wireguard installed correct:
sudo modprobe wireguard
If this command dose not show anything, Wireguard installed correct. If You get error like this: modprobe: FATAL: Module wireguard not found in directory /lib/modules/4.19.0-12-686, install this package:
sudo apt install linux-headers-$(uname --kernel-release)