Wireguard is implemented as a kernel module, which is key to its performance and simplicity. However, this means that Wireguard _must_ be installed on the host operating system for this container to work properly. Instructions for installing Wireguard can be found [here](http://wireguard.com/install).
You will need a configuration file for your Wireguard interface. Many VPN providers will create this configuration file for you. For example, [here](http://mullvad.net/en/download/wireguard-config) is the configuration generator for Mullvad. Be sure to NOT include a killswitch in the configuration file, since the docker image already has one.