The Zenith Guard can be really powerful if used correctly.
The Laser Mech is your primary damage dealer. It deals a lot of damage, and it's piercing ability can allow you to wipe out multiple enemies a turn with proper positioning. Using the Charge Mech dash attack and the Defense Mech pull attack are both great way of increasing the effectiveness of this unit.
Upgrade wise the Ally Immunity upgrade is the most important for the Laser Mech, since it'll make all friendly units immune to the beam attack (this includes trains, but not buildings). The damage boost is the next most important upgrade, since it'll vastly improve it's killing potential. Once you unlock Henry he'll make a great pilot for this mech, since his ability to move through enemy units will really help you to fully utilize piercing attack.
The Charge Mech does really good damage too, especially if you combo enemies into each other. The knock back combined with the long range of the charge offers a lot of utility too, and you should be using it to position enemies into hazards (both environmental hazards and unit attacks) and away from your buildings whenever possible.
The main downside to the Charge Mech, of course, is that it damages itself, which is why upgrading it's health should be your number 1 priority. The first power upgrade you get should go to the Charge Mech, since those 2 extra pips of health will make a huge difference, allowing you to go most battles without needing to worry about healing at all. The pilot which grants a mech armor is fantastic for this mech, since it'll reduce the self-inflicted damage by 1 (and it can reduce it to 0). Before you upgrade this mech's HP then using the shield from the Defense Mech is your best way to to fully utility your Charge Mech.
Last but not least is the Defense Mech, which offers a lot of utility. It's shield is great for saving buildings and mechs alike (Charge Mech is an ideal target, as mentioned above), although you only have 2 uses of it so be careful not to waste it. The pulling ability is the real gem, though, since the positioning advantages it offers are huge. Offensively you can use this to pull enemies into hazards, your laser mech's attack, or even into the attacks of other enemies. Defensively you can use it to pull enemies away from your buildings and units, or even break your mechs out of webbing. You can even combo the knockback from the charge mech with the pull ability to really start pulling off some crazy battle shannigans. It definitely pays to be creative when using the pull ability.
Proper positioning is really important for the defense mech, so the movement upgrade is a good one to grab. Extra uses of your shield can be really helpful too, but it depends how much you use it. I'd focus on upgrading your other mech's before this one, though.