Maybe I'm not understanding what you mean by "guide".
Try this just to see if the basic functionality is there.
Create a new presentation using the White theme.
Select the "Blank" slide as the first slide in your presentation.
Duplicate it so that you've now got three "blank" slides.
Go into the master slides and create a Rounded Rectangle shape on the "Blank" master.
When you look at your three slides, they should all have the same Rounded Rectangle at the same spot.
Guides on a master will not be visible by default, but as you move objects on the slide they will appear when the object intersects the guide. You can think of guides on masters as "implicit" guides, like the guides that appear in the horizontal and vertical centre of a slide whenever an object is moved there.
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Create guides across all slides?
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