System Settings/Connections
These settings are often used to connect to Wi-Fi or Ethernet networks, but provides also a lot more features, like creating Wi-Fi hotspot, setup a mobile broadband connection (if hardware is compatible) and connect to different VPN services.
Since Plasma 5.15, Plasma support Wireguard VPN tunnels, when the appropriate Network Manager plugin is installed.[1]
This KCM use NetworkManager as backend, a tool developed by RedHat.