Christmas is a Christian holiday. It is on December 25 every year. In the USA it is a national holiday. Christmas is an important holiday in Christianity because it is supposed to celebrate the birth of Jesus Christ over 2000 years ago. Do you see the correlation: Christ --> Christian --> Christmas (Christ's Mass)? One of the aspects of the birth of Jesus, was the arrival of the Three Wise Men (a.k.a. Three Kings). They were lost on their way to pay homage to Jesus at his birth. So they prayed and God (Jesus' dad) used a star to show the Three Wise Men how to get to Bethlehem. Without the star, the Three Wise Men never would have made it.
Correlating that story with the highlighted paragraph, it is known that it is a very cloudy night. It is so cloudy that the moon and the stars that are visible on a clear night cannot be seen at all. With no stars visible, Ramona is think that if the Three Wise Men were trying to find Jesus when there were clouds like she is seeing in the sky, then they would have never found Jesus. There is an additional subtext, that God -- who can do anything -- would not have been able to pierce the clouds due to how thick, dark, and dreary they are. Ramona has a dramatic flair.
Not really certain which verb you are asking about, so all verbs in the paragraph:
"...was shining..." - An action in the past progressive tense. Refers to an objects ability to produce light. The "...star was shining..." means the star produced light.
"...had guided..." - An action, in the past perfect tense, whereby item 1 causes item 2 to move along a course as determined by item 1. The "...shining that had guided the...Men..." means that God used light (item 1) to cause the Men (item 2) to move along a course determined by God (item 1).
"...would have made..." - An action in the conditional perfect tense. "Would" is a word that informs us of uncertainty or improbably in a statement. This phrasal verb is stating uncertainty of arrival to a destination. So, when Ramona says, "...they never would have made it," she is thinking about the improbability of the Three Wise Men being able to arrive to their destination in Bethlehem.
Hope this helps.