It is of course possible to create a field on an entity that holds a reference to another entity by using the entity field data type “Lookup”. The field will then contain an EntityReference consiting of the referenced entity’s logical name and it’s id in Guid format.
But what if you want to store a Guid that is not connected to any CRM entity? Strangely enough, there is no Guid data type in the CRM system.
So the answer will have to be: “I’m sorry Dave! I’m afraid you can’t do that”.
Best Workaround proposal:
Best you can do is to create a string type field of an appropriate length. Guids are 32 characters long with 4 hyphens. It will thus require a string length of 36 characters (unless for some reason you wan’t to add two more characters for enclosing {} brackets).
To ensure it has the correct format, you will probably want to add plugin logic to check the content of the field.