Someone gave me directions to a guild, and it's not where they said.
There are several reasons you could be encountering this problem. Firstly, did you listen carefully to the directions? Generally, people giving directions will say which street corner a guild is near - guilds are not in the intersection. They are also hidden, so you can't see any sign of them unless you are in the same square as the guild, unlike other buildings which you can see from adjacent squares.
The other reason you might not be able to find a guild is that they move regularly - you have to get there within a few days after getting directions, and, ideally, as soon as possible, since you might have gotten directions on the day the guild is scheduled to move.