I'm about to set up a wireless network with a Active Directory domain. The problem is that the desktops they have at the office should connect via AD so they get access to shared resources, gp etc. But they also have frequent guests that just need Internet access.
My idea is to connect the server to the Internet via ethernet and then have the clients connect to the server via a wireless access point.
Here's your first problem. It sounds like you're connecting a server running active directory directly to the Internet? Don't do that. Seriously, just don't. It's a horrible potential security hole, and it sounds like you're going to have to dual home the server (more than one network card) which is also a good recipe for failure with a server running AD.
Where do I setup these two WiFi-networks, in the access point?
Yes, assuming your access point supports it. You can have different SSIDs for guest and 'trusted' computers. Depending on how your network is set up, you may then be able to route 'guest' traffic so that people on this network can't see your trusted network traffic, which I'd suggest is a good idea.
And how do I make the server give Internet connection to those that are not in the domain?
That rather depends on how the server currently "gives" an Internet connection to your trusted machines that are in the domain.
I have no experience with networks of this complexity. All help is appreciated but please keep that in mind.
I'd seriously suggest that you need to hire in some on-site help with setting this up, at this point. It sounds like you're connecting your active directory server (I hope you have more than one of those!) directly to the internet and routing workstations through it, and that's nearly always the wrong answer to any question, unless the question is "how can I make my network overly complex, and rife with potential security flaws?