A high metal fence has been erected around the USA ambassador's central London residence where Trump will spend Thursday night.
A helicopter took them from the airport to the U.S. ambassador's residence here.
He then echoed the British Prime Minister's own words, that "Brexit should mean Brexit".
"I would love to say that I think this is going to be a hugely successful visit but I think it's going to be very hard", he said at a pro-Trump gathering in parliament.
Speaking at a surprise press conference following a North Atlantic Treaty Organisation summit in Brussels, he said he thought the United Kingdom voted for Brexit because of immigration, and said he "partially" won an election on the issue.
Labour Party legislator Paul Flynn, who has criticized Trump in Parliament, says Trump has outraged Britons - and people around the world - with his harsh treatment of immigrants. These will focus on relations with Russian Federation, trade, Brexit and the Middle East.
Like this go-round, protesters promised widespread backlash back in February amid the president's plans to travel to London for the grand-opening of a new USA embassy.
He has clashed in the past with May - even though she is a fellow conservative who shares his view that defense spending should be hiked - and with her predecessor, David Cameron, who challenged Mr. Trump's anti-Muslim campaign stance as "divisive, stupid and wrong".
While the visit has not been accorded the formal State Visit grandeur, May will seek to make up for it with a gala black-tie dinner hosted by her for around 100 guests in the spectacular setting of Blenheim Palace in Oxfordshire. The UK hopes to make progress on a post-Brexit trade relationship, although the scope for a bilateral trade deal would be limited if the UK remains aligned with European Union regulations on goods.
Vrsaljko hoping to be fit for World Cup semi-final
Matt Reece, 25, who works in marketing, said England had far outperformed the low expectations of them when the tournament began.
"U.K. and US special forces will be involved in a demonstration which will involve a counter-terrorism scenario and an outdoor capabilities demonstration showing equipment that the [British] special forces use when they conduct joint operations with their USA counterparts", the Downing Street spokeswoman added.
Protests against the president are planned across Scotland, including one set to take place at the Aberdeenshire course on Saturday.
Protesters have been encouraged to bring pots, drums and vuvuzelas.
On Friday, Mr Trump will hold talks with the prime minster at Chequers before meeting the Queen at Windsor Castle.
Ignoring all diplomatic niceties, the convention-shredding U.S. president set up the four-day visit with a rebuke of May as she battles to stop her government falling apart over Brexit.
Lance Price, who served as former Prime Minister Tony Blair's media adviser, told the Independent that no matter what the American convoy contends, the fact that Donald Trump is avoiding London points to a moral victory for the protesters.
Winfield House is the only place where Trump will spend time in central London, where demonstrators are expected to gather in their tens of thousands for a march on Friday afternoon, hours after a giant "Trump baby" balloon is flown near the UK Parliament in an eye-catching stunt. "We will facilitate lawful protest and we will uphold other people's rights as much as we can".