Legal questions are best asked to legal professionals for the jurisdiction you are working in. Do not rely on anything random strangers on the internet tell you. I am not a lawyer and I can not give you any reliable legal advise.

But personally I would not be afraid of this, because your art style guide is an internal document which should usually not leave your development team. That means there is no distribution of copyrighted material. But you should make your artists aware that you don't own the copyright for these example pictures. That means they should not follow them too closely to avoid plagiarism claims from the original creators. That, in turn, makes them less helpful for your artists. I would recommend you to use such example pictures just as a rough guide for the general direction you want to go for. Then design the actual look for your project together with your artists by creating original artwork. This doesn't just create "copyright clean" concept art but also gives your artists more creative input which will motivate them.

Legal questions are best asked to legal professionals for the jurisdiction you are working in. Do not rely on anything random strangers on the internet tell you. I am not a lawyer and I can not give you any reliable legal advise.

But personally I would not be afraid of this, because your art style guide is an internal document which should usually not leave your development team. That means there is no distribution of copyrighted material. But you should make your artists aware that you don't own the copyright for these example pictures. That means they should not follow them too closely to avoid plagiarism claims from the original creators. That, in turn, makes them less helpful for your artists. 

I would recommend you to use such example pictures just as a rough guide for the general direction you want to go for. Then design the actual look for your project together with your artists by creating original artwork. This process doesn't just create "copyright clean" concept art but also grants your artists more creative input which will be motivating for them.