ORIGINAL: No idea
They can be used to make Rifle Corps. They are good additions since they have high morale and experience. They probably could get wins easier with their higher skills. But there is no automatic upgrade AFAIK.
Naval infantry brigades? Are you sure? Normal infantry brigades, sure, but naval infantry?
Besides I have never seen them get guard status, altough, afaik, there is nothing preventing it
Manual says you can as of v. 1.03. But I'm trying it out and that appears to be inaccurate.
Also, I ran three Naval Infantry Brigades up to an automatic guards promotion level (15 victories, 4 defeats in 1942, so 15 plus the year modifier of 2 is guaranteed to be greater than 8 plus Rnd(8), 15 plus 2 is greater than 9, and 15 plus 2 is greater than 4 plus 2). No, they can't become guards.
If they're supposed to (as the documentation suggests) then this is a bug.