This is really simple. Create an account and install the following
# pkg_add wireguard-tools
Go to the page https://mullvad.net/en/account/wireguard-config and choose a simple configuration for linux to download in the wireguard section. Do not choose anything fancy such as multihop. Just a location and DNS. For instance as in this picture (I have removed the key)
Since I have chosen all servers, the zip file contains 10 configuration files which contain already all details. To start it, simply run
# wg-quick up configuration_file
To check that it worked, go to https://mullvad.net/en/check
It should show everything in green, such as in here
To stop it, run
# wg-quick down configuration_file
You may be able to create a kill switch using the pf.conf in this guide.