A device for guiding and directing a metal sheet in a bending machine to form continuously a conical structure, in particular a frustoconical structure, comprises: resting and contrasting arrangement extending along a closed path, and suitable for restingly receiving a longitudinal edge of the metal sheet and contrasting a movement of the edge in a direction that is transverse to a preset advancement trajectory of the metal sheet; a supporting body for the resting and contrasting arrangement, having at least one oblong lateral portion that is suitable for facing the edge and configured for conforming the resting and contrasting arrangement to the longitudinal profile of the edge so as to obtain an extended zone of contact with said edge and impose resting and contrasting pressure distributed along the edge; the resting and contrasting arrangement is movable around the supporting body along the closed path to accompany the edge of the metal sheet by a distributed contact devoid of relative sliding and rolling, so as to impose on the metal sheet the advancement along the desired advancement trajectory to and through the bending machine. The corresponding method is also provided.