wg.4: Document kernel config option

wg(4) can be compiled into the kernel (device wg), but the wg.4 manpage
does not document this. Adjust it to mention this like other drivers do.

MFC after: 3 days
Reviewed by: carlavilla, kevans, ziaee
Approved by: carlavilla (mentor)
Pull Request: https://github.com/freebsd/freebsd-src/pull/1597

(cherry picked from commit 780a4667bbde0daa90db900bb0f93f6337d6208b)