Yes every turret need a fire group as you can have more than one type of turret...
This, in a nutshell.
Basically, you should set up at least one FG that
doesn't include turrets (probably a non-combat FG that activates all your scanners etc) that you can switch to in order to safe your turrets.
Turrets WILL keep firing between FGs, as long as they're present in all the FGs you swap to.
As soon as you swap to an FG where the turret isn't present, it'll reset so, for example, if you have a turret set to "target only" and you start shooting at a ship your turret will fire on that ship until you swap to an FG with no turrets and then, when you swap back to an FG with turrets, your turret won't resume firing until
you pull the trigger again.
Personally, I'd always choose "Target Only" over "Fire At Will" because if you're using "Fire At Will", and you accidentally shoot something you shouldn't, your turrets will keep on shooting and earn you ever-bigger penalties.
On the flip-side, you'll often target a nearby ship, start shooting at it and your turrets will decide that they're more interested in shooting at an Eagle several km away.
The
idea of rocking up at a RES with turrets set to FAW and then just letting them shoot at everything, thus getting you a heap of bounties and mat's, sounds good but it rarely works out that way.
Far better to keep turrets under as much control as possible via the "Target Only" setting.