With the exception of trills, turns are probably the most encountered ornament in horn music – think of Kopprasch and Maxime-Alphonse, to name a few. While this post works by itself, it is intended as a companion to an earlier post on trill performance practice. Many excellent resources deal with the performance of both turns and trills – see the list at the end of this post for more details – but one of the most practical descriptions and explanations I have found is in J.B. Arban’s Complete Conservatory Method for Trumpet. The edition I’ll be referring to was edited by Edwin Franko Goldman and Walter M. Smith, annotated by Claude Gordan, and published by Carl Fischer in 1982. Overall it is a great collection for the development of technique, and it also contains an entire chapter with exercises devoted to various ornaments.
Arban’s definition of the turn is as follows.
“The turn consists of a group of grace notes revolving around a main note. It is necessary to give as much value to the upper and lower grace notes of the turn as to the note which serves as the pivot.” pp. 87-88
Additionally, a note from the editor provides further information.
“The value for the turn is taken from the main note and the turn is usually played after the beat. However, the exact performance of the turn varies.” pp. 87-88
Arban discusses both four-note and three-note turns, but for the purposes of this post we’ll stick with the four-note variety since they seem to be the most common for our instrument. In the examples below, taken from pages 87-88 of Arban’s Method, a turn notated like this:

Would be performed like this:

Arban continues, offering some additional guidelines for this type of turn.
Here in its normal position, the loop begins its curl from above, which indicates that the upper grace note is played first. The lower grace note should always form a half step with the main note, indicated by placing an accidental beneath the sign. The upper grace note may form either a whole step or a half step with the main note, depending on the tonality of the music. pp. 87-89
The second of the the two types of four-note turns Arban discusses is notated like this (pp. 89-90):

And performed like this:

As with the first type, additional instructions are provided, along with some words of advice regarding the performance of turns in general.
Here in its inverted position, the loop begins its curl from below, which indicates that the lower grace note is played first. This, at any rate, is the proper way to write such passages. Unfortunately, these details are presently neglected by composers and are left to the player’s discretion. pp.89-90.
So according to Arban it doesn’t seem that there are any hard and fast rules regarding turns, but rather a few general guidelines, with the ultimate responsibility resting on the performer. However, by reading and practicing the exercises from books like Arban’s (and others), you can arrive at a solid technique and a better sense of how turns work musically. This knowledge will help you make informed and artistic decisions in your own playing.
As promised, here is a short list of of historical and contemporary sources for performance practice.
Historical
Johann Joachim Quantz, Playing the Flute, Berlin, 1752
C.P.E. Bach, Essay on the True Art of Playing Keyboard Instruments, 2 vols., Berlin and Leipzig, 1762, 1787
Leopold Mozart, A Treatise on the Fundamental Principles of Violin Playing, Augsburg, 1756.
Contemporary
Edward Dannreuther, Musical Ornamentation, New York: Kalmus, 19??.
Thurston Dart, The Interpretation of Music, New York: Harper & Row, 1963.
Robert Donington, The Interpretation of Early Music, New York: St. Martin’s Press, 1963.