We know that Captain Sisko meets with the Prophets on multiple occasions and they appear to him as colleagues, but is there ever a time where they physically manifest themselves into humanoid beings either in DS9 or any other Star Trek canon?
I would say the closest thing to a manifestation in humanoid form would be the resurrection of Dukat in DS9: What You Leave Behind. The Pah-wraiths not only resurrected Dukat, but also changed his physical appearance back to cardassian (he was posing as a bajoran prior to that).
Other than this, the prophets only means of existence in the physical worls is a manifestation as energy streams.
There are several instances of a prophet (or wormhole alien if you prefer) possessing a corporeal humanoid. I'm assuming for the purposes of this answer that you want Pah-wraiths too since they appear to be the same species.
- Sara Sisko (Ben's mother). In the words of the prophets "For a time, I shared her existence."
- Keiko O'brien (Pah wraith, The Assignment)
- Jake Sisko (Pah Wraith, The Reckoning)
- Kira Nerys (Prophet, The Reckoning)
- Dukat (reanimated by a Pah-Wraith, What You Leave Behind)
On a few occasions we also see physical manifestations of the prophets or pah wraiths outside of wormhole visions, and they always look like the standard energy cloud that energy beings are depicted as on ST. (The Reckoning when Sisko breaks the tablet, again when the prophet and pah wraith leave DS9, tears of the prophets, when Dukat releases the Pah-Wraith, probably some others I'm forgetting).
My guess based on the number of times they've had to possess a corporeal being to do something, that they're not able to take physical form. If they could convert themselves to matter, they wouldn't constantly need corporeal beings to do their dirty work in the physical universe. They're energy beings, and we can see them as such, but that's it.