Install WireGuard on Windows
Install WireGuard GUI
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Download WireGuard GUI by pressing on the green button "WireGuard" above.
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Download configuration files for WireGuard by pressing on the green button "Configuration" above.
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Run the WireGuard installation file and follow the instructions.
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Open the WireGuard GUI and press on "Add tunnel" and select the configuration zip or .conf file you downloaded at step 2 and press "Open".
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The configuration files should now be imported and you can select which location you want to connect to by pressing "Activate".