Wireguard is a modern VPN protocol allowing secure and confidential communication between a network of peers. Wireguard is based on the concept of private-public key cryptography and a number of other modern cryptographic algorithms. Have a look at the wireguard white paper for more details.
Since Linux kernel version 5.6 (late March 2020) wireguard is an integral part of the Linux kernel. That means Linux distributions using a kernel >= 5.6 do not need to install any additional packages in order to support wireguard.