The guard speaks these lines, but to whom is the guard speaking?

The correct answer is that the guard was talking to himself, he was contemplating his decision of going to Creon, who can punish him.

He didn't address his words to anyone in particular, but was rather thinking out loud so as to see whether he should go and see his lord who is definitely going to punish him for his mistake, or not go to him, and keep his mistake a secret from Creon.