How do I draw a guide, say, from the origin, at a 45 degree angle in the ZX direction?
Use the Protractor tool.
I just noticed you posted in the LayOut forum. There are no guidelines in LayOut and no “ZX direction” so I guessed you’re referring to guidelines in SketchUp.
As Dave noticed, this is a SketchUp question, so I switched this to the Sketchup category.