This note from James Cook describes how to get Wireguard functioning on DragonFly; his linked patch is not necessary at this point since it’s been committed to dports – though not in the latest binaries.
A running description of activity related to DragonFly BSD.
I’m pretty sure binary packages are available now, thanks to Antonio’s quick work.
So it should now be enough to pkg install wireguard, write a wg0.conf (see documentation for the wireguard package), then wg-quick up wg0.conf.