I want to set up a VPN that uses the client’s IP when sending data out of the VPN server. I am able to use either OpenVPN (open-source edition), or Wireguard.
Not necessarily. VPN can be used for that, but I’d be that more common use case is to access networks which are otherwise firewalled off from the public internet, like corporate LAN.
Right. That’s literally why it’s called a VPN - you’re connecting to a private network (LAN), virtually.