In Auto-follow, they should be facing the mob albeit probably just outside of melee range if your running straight up to a mob. WOW does not support a "face" type command that would turn your character to face a mob (If you ever played EQ, they had this feature, but WOW doesn't). You still have to manually turn your character towards the mob if he's not facing it.

As you play with autofollow more, you'll learn how to position your "main" character to get your clones to turn towards the mob when they move using the auto-follow macro. you'll see