Depending on your device, you have to download either the 64-bit or 32-bit version of the Wireguard client. The most recent versions are available from the official Wireguard website:
64 bit / 32 bit.
After downloading, open the file and follow the installation instructions. You may be asked for your Administrator password. If the installation goes well, you're ready to start using Wireguard!
Don't know if your system is 64-bit or 32-bit? Check it out: