I put them in the pen where I want to keep them at night (chicken coop) as soon as they are feathered/nearly feathered. I keep them penned in the run/coop, but separated from the chickens, for six weeks. For the first week, I usually keep one or two in the coop so that the others will come back to the coop. They stick pretty close together, and will look/call for each other when separated.
The adult guineas sleep with the chickens, but the male guineas will pick on the chickens during breeding season, and the more dominant chickens will pick on certain guineas, just like they do with each other. If raised together, I don't think it's too much of a problem.
They do like to roost high, so I keep a high perch in the coop for them. I would not let them roost in the trees at night. They need protection from predators as much as the chickens do. Even though they can fly into the trees, when startled, they often fly to the ground and run, and I have lost a few to nighttime predators this way (when they did not come back to the coop at night). Except for breeding season when they may have a hidden nest, they will come back to the coop each night.
They fly very early (often before they are feathered), so be careful when you open the brooder!
All in all, they are easy keepers, and within two months of letting them loose, our tick problem was solved (we are surrounded by woods). We have had them for nearly four years now, and I cannot remember the last time I saw a tick.