Browse to the WireGuard website's install page https://www.wireguard.com/install/ and download & run the Windows installer.
Once installed WireGuard will run and provide an icon in the icon tray bottom right:
Click on the icon to open WireGuard:
Login to the Settings page and click on the Download link to download the WireGuard settings file.
In the WireGuard app click on the Import tunnel(s) from file button, browse to the Downloads folder and select the wg0.conf file. Click on the Activate button to start the VPN tunnel.
Open your browser and browse to a page that will show you information about your IP address e.g. https://iplocation.io to check the VPN is working and you're emerging from the country of your choice.