Which indices should I create?
At first I'd suggest to have group_id and visit_id in INT or at least BIGINT.
If that table has only 3 columns it might worth to create not-unique clustered index by group_id and unique constraint on visit_id:

CREATE TABLE [dbo].[visit](
    [visit_id] [uniqueidentifier] NOT NULL,
    [group_id] INT NOT NULL, 
    [visitor_company] [nvarchar](50) NOT NULL
);
GO
CREATE CLUSTERED INDEX CLIX_Visit ON [dbo].[visit]([group_id]);
GO
ALTER TABLE [dbo].[visit] ADD CONSTRAINT UQ_Visit UNIQUE ([visit_id]);
GO