If you have bought crappy motherboard from gigabyte like me that doesn’t even have support for WoL in the BIOS, and no-brand ethernet for which even the manufacturer can’t tell you if it support WoL(such unique feature!), then you will have to buy additional NIC, and add few line to the file:

/etc/network/interfaces

and add the following

auto enp3s0
iface enp3s0 inet dhcp
	up ethtool -s enp3s0 wol g

where enp3s0 is your interface name.

Or you can just buy yourself something decent.