Arguably the most straightforward way, from the point of view of using existing software that doesn't give you the option of specifying a non-zero point to shrink the coefficients towards, is to subtract $w0\cdot x$ from the target variable.
Assume a simple regression: $y_i = a + w \cdot x_i + e_i$. If we subtract $w0 \cdot x_i$ from both sides and define $y'_i = y_i - w0\cdot x_i$, we have:
$$y'_i = a + (w-w0)\cdot x_i + e_i $$
Defining $w' = w - w0$ gives us $y'_i = a + w'\cdot x_i + e_i $, and, evidently, $w'$ would be shrunk towards $0$ by the usual sorts of regularization, implying that $w$ would be shrunk towards $w0$.