From the Caddy release announcement that supports wildcards[1]:

"This release introduces support for wildcard certificates, a new offering from Let's Encrypt. Getting a wildcard certificate requires enabling the DNS challenge. Fortunately, that is extremely simple with Caddy, and it works with over 20 different providers!"

1: https://caddyserver.com/blog/caddy-0_10_12-released

Caddy requires configuring their DNS provider as well[1]. LetsEncrypt (and ACMEv2) only allow you to get a wildcard if you use the dns-01 challenge.

[1]: https://caddyserver.com/docs/automatic-https#wildcards