The cities Bavelock and Savina have various guards standing in the streets and in some public buildings. All of them are referred to as 'Guard' and have no other names.
You can talk to any of them and ask them for directions to any of the buildings in the city. An arrow will point the way to your chosen destination.
At one point during the main story of the game, you put on the guard uniform and lure a guard at the Bavelock prison into believing that you are in fact a guard yourself.