wireguard successfully installed, but where to go from here?

Troubleshooting
9

I guess connection is not working.

Usually it should looks like this. You should see thinks like latest handshake and transfer data

root@DietPi4:~# wg
interface: wg0
  public key: xxx
  private key: (hidden)
  listening port: 51820

peer: xxx
  endpoint: 93.253.115.159:43578
  allowed ips: 10.9.0.5/32
  latest handshake: 21 seconds ago
  transfer: 134.43 KiB received, 1.80 MiB sent

Did you forward UDP or TCP on your router?