Learn Italian: Il ladro è stato fermato da parte della guardia.

The phrase da parte di is often used instead of da to emphasize an institutional, official, or collective agent. While dalla guardia is perfectly correct, da parte della guardia highlights the guard's official role and authority in carrying out the detention.

Is the word guardia always feminine, even if the guard is a man?

Yes, guardia is a grammatically feminine noun (la guardia), regardless of the actual gender of the person it refers to. Because of this, it will always combine with di to form della guardia, never del guardia.

Can we use venire instead of essere for the passive voice in this sentence?

Not in this specific tense. You can use venire to form the passive voice, but only in simple tenses (like venne fermato for the passato remoto or viene fermato for the present). Because this sentence uses the passato prossimo, which is a compound tense, you must use essere, resulting in è stato fermato.

Does fermato just mean the thief was stopped from walking, or does it mean he was detained?

In a security or law enforcement context, fermare has a specific legal flavor meaning to detain, apprehend, or hold someone in custody. So the thief was detained by the guard, not just physically blocked.