For ProtonVPN as an example: you can go to the downloads section and download the wireguard config you want and then import it from the wireguard gui.
For me, I would never use other inferior VPN clients after knowing how efficient, supported and developed are the official Wireguard gui are.
Other providers who provide configs:
This is especially handy on immutable Linux distros like Bazzite in cases where your provider’s client is only officially available as a .deb or .rpm and you don’t want to get in to layering.