The Guardian is a giant bipedal machine that is designed to fight the effects of the Capsules and whatever is deploying them. Many citizens seem to place their trust wholesale in this Guardian, while a small minority seem to believe the Guardian itself is a scam, a cover up meant to give citizens a sense of false security.
It was built by The Blacksmith.
When the player arrives at Metropole, the Neural Interface and the power core are unloaded. Leaving Metropole, the player can see the Guardian being launched in the distance. Later on the game, the player will see the Guardian collapsed, with his armor damaged. It's unknown why the Guardian has failed and one can only assume what happened: the machinery was defective, the Neural Interface has malfunctioned, or something attacked and defeated the Guardian (or too many zombies or a much larger variant).
Despite the fact that the Guardian has crashed, the player can see numerous light pillars across the land. The man with a shotgun, the Hunter, also tells the player that the Guardian plan was successful. When the player reaches the final stage of the game, he will know what actually happened.
The Only Traitor
In the DLC, it's strongly suggested that Guardian was sabotaged by forces allied with the Invaders. The hero finds a missile with instructions to launch it in case "Guardian strays off course".