Systems rarely need to be drained to install a sprinkler guard.
However, there are a couple points to be made:
1. You never put a headguard on a concealed fire sprinkler head. Below is a picture of a concealed head. The reason is, in the event of a fire, when this cover pops off it needs to fall to the floor so as not to interfere with the spray pattern of the concealed fire sprinkler head.
2. For semi-recessed heads you want to use sprinkler guards for semi-recessed.
3. For pendant style heads, there are two main kinds; a one piece and two piece. These headguards are both found here in several colors.