How old were they when you let them out?
Keeping keets in a brooder for 6 weeks then moving them out to a coop with an attached covered run for another 6 weeks so they learn where home, food and safety is and can get used to all the sights and sounds of your property before you start letting them out works best for me. (The 6 weeks in the coop/run works good for reprogramming adult birds also). Some get away with less time in the coop/run, some need more. Regardless of how long, 2 key factors are 1) using the same call every time you feed them or give them treats (so they associate that call with FOOOOOD so they learn to come runing when they hear it, and 2) also establishing a routine of getting them to come in at night. They need to be trained to come in, (I accomplish this by using the food call and herding them in on a regular basis and rewarding them with millet or a wild bird seed mix as a treat, usually at the same time in the PM). They typically do not choose to go in on their own and will roost in the trees or on roof tops if allowed to... where they can eventually get taken by predators. You have to be consistent for a while with making sure they go in each night until it sinks into their little pea brains, but Guineas like routine and once you help them establish one they will likely stick to it. Mine are usually impatiently waiting for me at the run gate, wanting back in so they can have their yummies.