Wireguard modules are part of the linux kernel, thus already (and always) installed.
:pf wireguard
core/linux 5.10.6-1 /lib/modules/5.10.6-1/kernel/drivers/net/wireguard/wireguard.ko.gz
core/linux-api-headers 5.9-1 /usr/include/linux/wireguard.h
core/linux-headers 5.10.6-1 /usr/src/linux-5.10.6-1/include/config/wireguard.h
core/linux-headers 5.10.6-1 /usr/src/linux-5.10.6-1/include/uapi/linux/wireguard.h
main/networkmanager 1.28.0-2 /usr/include/libnm/nm-device-wireguard.h
main/networkmanager 1.28.0-2 /usr/include/libnm/nm-setting-wireguard.h
main/networkmanager 1.28.0-2 /usr/share/dbus-1/interfaces/org.freedesktop.NetworkManager.Device.WireGuard.xml
main/networkmanager 1.28.0-2 /usr/share/gtk-doc/html/NetworkManager/gdbus-org.freedesktop.NetworkManager.Device.WireGuard.html
main/networkmanager 1.28.0-2 /usr/share/gtk-doc/html/NetworkManager/settings-wireguard.html
main/networkmanager 1.28.0-2 /usr/share/gtk-doc/html/libnm/NMDeviceWireGuard.html
main/networkmanager 1.28.0-2 /usr/share/gtk-doc/html/libnm/NMSettingWireGuard.html
apps/networkmanager-qt 5.78.0-1 /usr/include/KF5/NetworkManagerQt/NetworkManagerQt/WireGuardDevice
apps/networkmanager-qt 5.78.0-1 /usr/include/KF5/NetworkManagerQt/NetworkManagerQt/WireguardSetting
apps/networkmanager-qt 5.78.0-1 /usr/include/KF5/NetworkManagerQt/networkmanagerqt/wireguarddevice.h
apps/networkmanager-qt 5.78.0-1 /usr/include/KF5/NetworkManagerQt/networkmanagerqt/wireguardsetting.h