I don’t believe you can add a guide point with the normal interface. The item is technically a “Construction Point” and can be created using the Ruby APIs (as is done in a number of extensions). You can paste the following line into the Ruby Console and it will create what is reported back as a “Guide Point” in the entity info pane:
Sketchup.active_model.active_entities.add_cpoint(Geom::Point3d.new(10,10,0))
@Wo3Dan probably has more to say about this topic …