Thank you so much for coming to visit.

Literal

Come-to-visit-[giving-to-me-てくださって] really thank-you-[very-ございます]

The keigo form ~てくださる ('to do for me', honorific) is used as the て-form ~てくださって to link into the thank-you phrase. ありがとうございます is the polite/keigo form of ありがとう. Together: 'thank you very much for doing X for me'. Typical host-to-guest politeness.