Both are OK.
“We have a guest…” reports a fact of life. Here “have a guest” is a stative statement describing one of those situations that are usually considered normal, or expected, or settled, or controlled, or inevitable, (e.g. generics, universal truths…) . The epistemic status of such situations is structural (=representing the world’s basic structure), and the situation is presented matter-of-factly.
“We are having a guest…” is a rather emphatic reaction (possibly emotional) in response to a contingent (=arising unexpectedly, by chance, nonstructural) or phenomenal (=just being experienced by the speaker) occurrence. The epistemic status of the situation is contingent. Observe that “have” is coerced into an eventive verb; as a rule, stative verbs do not take the progressive form uncoerced. Those yielding to coercion become eventive.