I have been keeping guineas with my chickens for close to 7 years. You will get differing opinions on whether they can live in the same building but mine get along fine with each other. But you will need a good size building to keep them together. Crowding them will cause problems.
My guineas make a huge racket when there are strange dogs or any other predator around. (Or the mailman or a visitor ) I watched a group of my guineas gang up on a fox one day and chase it out of the pasture. But I wouldn't count on the guineas being protectors of the other birds. They will just let you know that something different is around.
I live in Wyoming and the temperature was below zero this morning. So guineas can take the cold as long as they have a good shelter. I don't heat my insulated henhouse but with 50+ birds inside it usually is 20 degrees warmer than outside temps. I don't know that they would survive sub zero temps if they were allowed to sleep in trees or insufficient shelters.
I love my guineas and life would be a little dull without them.