You would create the gateway group: system > gateways > group and + to add a group. You would list your wireguard tunnel as priority 1 and your WAN as priority 2,3,4,5 ... I doubt it matters if your group will only have 2 gateways. The trigger for your application might be packet loss or high latency as you want to preserve internet access. Then in step 8 where the instructions have you select "WAN_VPNProviderName" you would instead select your gateway group.