Supposed to require the steel smithing perk to craft it if I recall correctly.
Don't. You can find a dead one when you travel along the eastern road out of Raven Rock.
No, no, no. Don't go killing innocent people for their armor, you'll be no better than a common crook.
But you're free to make your own set, loot it off Reavers and already dead guards, or buy some.
There is a dead redoran guard with a full set of bonemold near the island, (where you meet captin veleth.) just take the armor from him.
You can take a normal set of bonemold armour from the dead redoran guard where you meet captain Veleth. But If you want bonemold guard armour (Which has a trendy looking scarf wrapped around it) you'll need to make it. it takes ten bonemeal, an iron ingot and some netch leather, if remember correctly.