"Prompt" Standard object is not seen in the Object Manager. But it is visible in the Developer Console -> Open resource.
We can only see objects which we can customise like creation of fields..etc in Object manager. But for Prompt we cannot create the fields or customise it .
You can use this SOQL query to check which objects can be customised.
SELECT Label, QualifiedApiName FROM EntityDefinition WHERE IsCustomizable = true
In-app guidance has its own builder interface, are you looking for something in particular about the objects related to in-app guidance features? You haven't posed any question to be answered by the community in your request, only a statement.