Yes. If someone is returning to Wales from outside the UK, they will need to follow the guidance on how to self-isolate after returning from abroad. This guidance applies both to people arriving directly in Wales and for those arriving elsewhere in the UK and then travelling on to Wales.
It is best to avoid sharing a car with another person you do not live with. If you do share a car, please stay as far apart as possible within the car and keep windows open. You can follow this guidance on travelling safely.