Solution 1:

I finally found a way to get it working on Ubuntu 20.04. Here are the steps you need to do. Maybe this will help someone in the future:

Install the needed packages to build and use the plugin:

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

Clone the plugin from github, compile and install it:

git clone https://github.com/max-moser/network-manager-wireguard
cd network-manager-wireguard
./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