Yes, you will have to draw them. A turn of the head is a turn around an axis which is not covered by the abilities of the program.
Putting different views of a head (or any other body part) inside a switch layer usually is the best way to work with it. You will find it easier to create different heads first and the put them inside a switch layer. Another trick is to create one view, then duplicate that layer and work on this to create a different view.
In the basic version you'll have a setup like this:
head switch layer
- front view
- side view
You only have one side view because you can flip this layer easily during animation. Take care to position the origin of that layer so the flipping works correctly.
In a more compley setup you may have this:
head switch layer
- front view
- 3/4 view
- side view
- 3/4 back view
- back view
or even more, depending on your style of animation.
Remember that you can also put bone or group layers inside a switch layer, so it can look like this:
head switch layer
- front view bone layer
- - hair
- - eyes bone layer
- - - lid
- - - pupil
- - - mask
- - eyebrows
- - mouth switch layer
- - - some mouth position
- - - some mouth position
- - nose
- - face
- side view bone layer
- - hair
- - eyes bone layer
- - - lid
- - - pupil
- - - mask
- - eyebrows
- - mouth switch layer
- - - some mouth position
- - - some mouth position
- - nose
- - face
...
If you need some inspiration about head views, here's a page which collects modelsheets from numerous sources:
http://www.suro.by.ru/emodels.html. You should be familiar with the basic head turn.