By default, all new Wombat users are required to create a Telos account. You can import a Telos account on that stage already — simply tap or click on the import option and enter your private key.
Alternatively, if you only have an EOS account, go to your Wallet, tap or click on TLOS and initiate a transaction. Wombat will automatically take you to the account creation screen. Choose to import an account instead and enter your private key.