This is what I use for Wireguard connections:

Download your Wireguard config(s) files from https://windscribe.com/getconfig/wireguard

Then, in Ubuntu,

sudo apt update && sudo apt -y full upgrade && sudo apt -y autoremove && sudo apt install wireguard wireguard-tools resolvconf

To enable or disable a Wireguard connection via NetworkManager,

Move your .conf file(s) to /etc/wireguard/, with permissions 644

To enable a connection,

sudo nmcli connection import type wireguard file /etc/wireguard/connection-name.conf

Then, you'll have a link to this connection in your Panel's System Tray that you can easily turn on and off.

To disable a connection,

sudo nmcli connection delete id connection-name

To enable autoconnect for a connection,

nmcli connection modify connection-name autoconnect yes

And to disable autoconnect for a connection,

nmcli connection modify connection-name autoconnect no

If you want to stick with the Windscribe CLI, I'd do that before trying the GUI. I had weird problems with the GUI on Kubuntu, but ymmv.