If I reveal GUARDS! does the Sand Soldier have to go to the battlefield?

Yes, if you reveal Guards! to play it from its hidden position, the Sand Soldier token it creates must be played at the same battlefield where the Guards! card was hidden.

According to Rule 811.1.d.3: "If a hidden spell or a play effect of a hidden permanent causes you to play a unit, you must choose to play that unit at that battlefield [where the card was hidden]."

This is a firm requirement, as supported by multiple RiftJudge FAQs (e.g., #9273, #9517, #9957, #9757), which clarify that you cannot play the Sand Soldier token to your base; it must enter play at the battlefield where the Guards! card was hidden.