Er no. All entities, have a animation rotation field in the level editor, I think they all have a player index field as well but I can't remember off the top of my head.
The only entities you can't rotate in the level editor are those that have sprites that only face one direction. Once you've placed your entity press F4 and scroll down the entity information on the left of the screen until you see the animation rotation field.
Humanoid actors can face 8 directions, turrets 16, and vehicles 32. The only time you should need to make custom entites just to change rotation is if you want to use some of the unused sprites that have no default entity already made.
Good Luck.