After selecting a Raid, you should see a screen similar to this one:
As the guild leader, you must always go on each raid. Besides yourself, you can take up to 9 other guild members (with the exception of the Tutorial, which is you and 4 others).
From this screen you can choose which guild members to take on a Raid. The list of available guild members is displayed on the left side of the screen, while those in the Raid group are on the right. If there are more than ten available raiders, arrows will appear under the list that will allow you to move to the previous or next ten raiders. You can highlight a guild member and choose to either add or remove them from the raid by clicking the appropriate arrow in the center. Once you are happy with who is in the current raid, select Confirm to continue on and plan your strategy.
A good rule of thumb when building a raid group is that you want a couple of Warriors (also know as tanks), a few healers, and the rest as damage based classes. Feel free to experiment with different configurations until you find something that works for you!
When you select a member of a Raid, you will also have the option to move them up or down in the raid. Two buttons will appear, slightly above the Back button, as appropriate for available changes in position. This is the only place where you can change the ordering of your Raid. And, as always, the Back button will return you to the Town Menu.
There are Save and Load buttons on the lower right side of the screen. Choosing Save will store the list of who is currently in the Raid. You can then use Load to restore this set-up, so that you don't have to keep adding the same people back into the Raid. The Add All button will automatically fill the raid from available raiders. This can be useful if you are just getting started and haven't already saved your preferred raid set-up.