In this Spanish Wikipedia: about Guion ortográfico I found mentioned
Separar algunas palabras compuestas.
but there are no examples given.
Are these foreign words or are there proper examples in Spanish?
They are proper examples in Spanish. They are usually two adjectives that describe a very specific quality of the object (in most cases).
These words are not foreign, as said they describe something specific.
There are some rules as to the usage of the hyphen:
Source for a more complete explanation, (or search for guión in the DPD)
There are plenty of examples and all the rules to use the hyphen. Hope it helps.