Can Wireguard-tools be installed with Checkinstall?

[Houman]

I would like to have an option to uninstall Wireguard, compile the
latest and reinstall again.
But I can't see "make uninstall" to be implemented. So what are my
options to get a clean reinstallation of Wireguard?

I was playing with Checkinstall to install it as a package instead.

git clone https://git.zx2c4.com/wireguard-tools
make -C wireguard-tools/src -j$(nproc)
cd ~/wireguard-tools/src/
sudo checkinstall -y

But even though the package is created and installed, it doesn't
behave the same way as if I installed it with "make install".
For example there is no /etc/wireguard, even though it said it created it:

========================= Installation results ===========================
'wg' -> '/usr/bin/wg'
'man/wg.8' -> '/usr/share/man/man8/wg.8'
'completion/wg.bash-completion' -> '/usr/share/bash-completion/completions/wg'
'wg-quick/linux.bash' -> '/usr/bin/wg-quick'
install: creating directory '/etc/wireguard'
'man/wg-quick.8' -> '/usr/share/man/man8/wg-quick.8'
'completion/wg-quick.bash-completion' ->
'/usr/share/bash-completion/completions/wg-quick'
'systemd/wg-quick.target' -> '/lib/systemd/system/wg-quick.target'
'systemd/wg-quick at .service' -> '/lib/systemd/system/wg-quick at .service'

======================== Installation successful ==========================

Is Wireguard not compatible with Checkinstall?  Have I missed
anything? Is there a better way to uninstall the compiled version of
Wireguard cleanly without using checkinstall?

Many Thanks,
Houman