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:
I use Mullvad’s wireguard config file on my router, but the app is pretty convenient on mobile devices (phones, tablets, and laptops).