The Lexicanum is basically one-stop shopping for any 40k information you might want. Here’s the page on the Guard, for instance.
This links more specifically to Penal Legions, though the Dogs are extremely unorthodox in a few respects; more autonomy, for one, and a slightly less brutal method of getting out: survive 1,000 jumps, and you can put in for a transfer. As for the explosive collars, they’re absolutely something the Dogs wear, so just remember that you had those all the way through the first adventure. Failing to do so would be heresy.