How to create guards for neutral structures.

I tried, but it didn't work. I set up a guard, but for some reason, the guard didn't appear.

No, everything is there. In the editor, open the dwelling's properties, find the "shared" section, and open the "ellipsis." After that, two windows will appear, one on the right and one on the left. In the right window, carefully read all the lines; everything you need is there.
If the problem is specifically with the "guard" tab, try clicking on it with the right mouse button. A "mini-menu" will appear, where you can activate the "add" tab, which allows you to create the necessary "guard."