The title says it all

zapret is in the AUR https://aur.archlinux.org/packages?K=zapret (zapret-nfqws-git)
then follow these instructions (skipping the clone/compile/copy step, of course).
the second instruction is more detailed
https://github.com/yt-dlp/yt-dlp/issues/10443#issuecomment-2248940967
https://ntc.party/t/goodbyedpi-4-linux-ubuntu/8394/6

Aur is full of viruses and unchecked software “maintained” by randos. Using aur is as risky as downloading from random site. Never use aur on any of the arch based distros

So use wireguard+nmap from repository.

You should check PKGBUILD file, if you see unknown commands or suspicious URL with malicious bin, do not use it.

You can always check PKGBUILD, if have any doubts. In fact you MUST check PKGBUILDs every time you download anything from it.

Arch wiki clearly states:

Warning: AUR packages are user-produced content. These PKGBUILDs are completely unofficial and have not been thoroughly vetted. Any use of the provided files is at your own risk.