You can easily add them by following the instructions on their site.
On immutable fedora it can be done via
curl -o - https://repository.mullvad.net/rpm/stable/mullvad.repo | sudo tee /etc/yum.repos.d/mullvad.repo
rpm-ostree uninstall mullvad-vpn --install mullvad-vpn
# after reboot, if not working
sudo systemctl start mullvad-daemon
Why won’t it work?
Because wget doesn’t use standard output for the downloaded file by default, instead it creates a file with the name in the url in the workingdir. If you want it to use standard output you need
-O -