Ubuntu jammy doesn't include a way to configure a Wireguard VPN via the GUI, but there is a NetworkManager plugin for Ubuntu Jammy 22.04 / Zorin OS 17 that adds this ability.
The instructions to build it worked straight away for me. Paste the following in terminal, wait for it to build and install:
sudo apt install wireguard git dh-autoreconf libglib2.0-dev intltool build-essential libgtk-3-dev libnma-dev libsecret-1-dev network-manager-dev resolvconf
cd Downloads
git clone https://github.com/Chillsmeit/network-manager-wireguard-jammy
cd network-manager-wireguard-jammy
./autogen.sh --without-libnm-glib
./configure --without-libnm-glib --prefix=/usr --sysconfdir=/etc --libdir=/usr/lib/x86_64-linux-gnu --libexecdir=/usr/lib/NetworkManager --localstatedir=/var
make
sudo make install
The options to add and import WireGuard configs both work: