are there windows? that's something that should be obvious. so no roll needed at least after dark it should be, would they be in full VR would they hear breaking glass if they are VR, if I recall correctly they did not have cyber- eyes; ears so only peripheral sensors right?
taking the Pass key from the Downed guard is the obvious way, just searching for alternatives
Code of Laws Update on Corporate Employees' rights dubbed Slaver Act issued on 2053 in Pueblo Sector stated clearly, that all full time employee must have working conditions enabling them at least 10 square meters of space, ..... and an an access to daily light if possible.
Of course corporations state the law for themselves, but most try to follow the general rules, when this is not directly against their interests. Small givin here, can be leveraged to greater benefit when the other priviledges are pressed (such as right to privacy).
Whatever the case, there is a window and there are metal bars on it. Ares security procedure would have stated that security rooms such us this should have a bulletproof glass. This one is however facing the other building so with minimal chances to gun shots they might have skipped on this one. Either way you would need to check it closely to tell.
Security badge with RFID, that should automatically open the doors maglock is attached to the chest of the guard if you'd be looking for it.

from the rules, if I recall correctly - any physical activity is at -6. so yes there is a chance they will hear something while in VR albeit a small one.