I agree, training them to come in is best for their winter survival. As far as what they need to stay warm... it's debatable. Sure a fancy insulated, even heated coop would be ideal, but it's not always necessary. Despite being from Africa, healthy Guineas that aren't underweight are surprisingly hearty. Birds that aren't as healthy as they should be are the ones that will have a hard time surviving the cold, so before winter hits you might want to make sure everyone is up to par.
As long as you have healthy birds and a weather proof/draft free coop with 2"x4" or 2"x6" roosts (laid flat like a shelf) to lock them up in thru even the harshest, coldest winters Guineas will tuck their heads under a wing and sit flat on their roosts covering their feet and do fine even without a heat source. It's when the birds are wet/water logged and exposed to drafts that they have a harder time surviving because they cannot fluff their feathers up, insulate themselves to maintain their body temperature (and they can also end up with frostbite if they can't keep their head, neck and feet warm).
So IMO, keeping them dry and sheltered from harsh winds is key. Feeding them some extra corn and/or sweet feed to help add fat/calories to their diet and even bumping up their protein can also help keep them warm (I provide both during the worst winter months here even tho my winters are mild).