Wow,
it´s been a while since I wrote this. 
There is still no built in style guide but you can still make a style guide manually by adding a new page call it «styleguide» or whatever suitable. Then add the elements you need and style them as you like. Then make a symbol of each element so that you can drag them into your various pages when building the site.
When the element is dragged on to your page unlink the symbol before adding content. For elements used several places on the site as the menu, footer and so on just add the element as a new symbol.
The only thing missing is editable global swatches. Don´t know when it´s coming but they are working on it: http://forum.webflow.com/t/color-swapping-feature-global-swatches/18599
You can also reuse the style guide by duplicating the site before adding content and by duplicating it once again you can use it as a starting point for each new site you make. Or you can save it as a template if you are on the team plan.
If anyone have improvements or a better way of doing this. I would love to hear about it