To enable WOL support, first restart your system and enter the EFI firmware (also called the EFI "BIOS" as a misnomer!). I'm running Asus systems at home, and quite honestly, their new EFI UIs are pretty slick.
In any case, head over to Advanced > APM. In this view, Power On By PCI-E/PCI should be set to
enabled. Couple examples of this view are shown below
Now restart your system once more and boot into Ubuntu.
In a terminal run
sudo ethtool <interface> where you can find the correct interface via
ifconfig -a — obviously pick the one showing the correct IP. At the bottom, you want this output to show
Wake-on: g since this indicates wake on Magic Packet is enabled.
mdesilva@skylake:~⟫ sudo ethtool enp0s31f6 [sudo] password for mdesilva: Settings ...(continued)