Many cars come with swirls and minor scratches even when they are new off the lot. Take a good look at the paint of the unwaxed area to see if this is the case for yours. Black cars are the most visible for non-perfect paint surfaces. The wax itself should not produce the swirls. Dirt on the surface, dirt in the wax, dirt trapped in the pad applicator or microfiber cloth usually is the cause. The best way to get the swirls out is to use a good quality polish to buff it out, then wax it after. Buffing with polish is taking a layer of the paint off to smooth out the surface, so don’t go crazy. If the swirls are over a large area, or the whole car, best to use a random orbital buffer. If you have not done this before, good to try it first with an older car before doing your new one, or get professional help.
Ceramic coating is currently the best available way to keep the shine. It is costly due to the amount of labor involved. It is best to have it applied when the car is new, and/or right after the swirls and scratches have been corrected.