Now I have only been able to play two of the 4 phases of the guild war each day (The other two happen when I am asleep and while I am at work.) During the first phase of the war against the 3 other guild you face I find you cannot pray and neither should the others. You should be able to pray starting in the second phase of the battle to raise your defense.
I am not sure if you can continue to raise your defense in the third and fourth phase but I would say you can only do it during certain phases of the war. I am not the best when it comes to knowledge on guild wars as I have only just started participating in them myself, but this is what I have observed.