Wildcard SSL certs are usually generated via a DNS-01 challenge, which are unrelated to the web-server you are using. Maybe Caddy has a special function for it, but normally it wouldn't be involved at all.
The whole "build it yourself" strategy with plugins and stuff is why I moved over to Traefik. I think you'll basically need to follow this doc to build it yourself while still using the apt package for all the niceties like Systemd units and such.
You usually don't actually need to build it yourself: you can get a binary with that module from the official download page which automates (and IIRC caches) the build.
However, as noted at the top of that page, there's currently an issue where that page occasionally fails, which is unfortunate.