Hi,
I was wondering if someone has any knowledge how to install Apache guacamole on device like MT-2500? I cannot find anything about it
You would have to install docker, reverse proxy etc IMO it's not worth running on the router level. Use a different box and go with a NAS with docker support. I highly rate Unraid as it's dead simple to setup docker containers (community apps) and expose them. You would also need to have a dynamic DNS that can track your WAN IP (if you don't have a static IP) so that guacamole can always be reached.
There's a few other options. OpenMediaVault, TrueNAS Scale, CasaOS. CasaOS is free so might be worth checking out.
Again, I wouldn't go through the effort of adding docker and guacamole to the router. It's far more hassle and when you want to upgrade the firmware you may have to re-configure all your docker / settings too as there's always a chance you need to fully reflash (don't keep settings)