I'm not sure what exactly you are asking about when it comes to setting each core to it's own turbo frequency?
When it comes to turbo, usually the first two cores of a CPU with more than 2 cores gets the bump so that it makes opening up programs like you web browser and such feel faster and snappier. This usually comes at the cost of frequency of the remaining cores.
However, it seems like with CPU's like yours that have more cores than the norm, you get an initial bump to the first two cores like usual, but then get a minor bump to the following two cores and then no bump to the remainder.
When it comes to overclocking (which is what you are talking about doing) you can of course set each core separately or set the multiplier once and sync all cores.
As for wanting to set each individual core to "it's own" turbo, there's no such thing as each core doesn't have it's own set turbo. Turbo works in the way I just described above.
So instead, you can either set all cores to run at Intel's specified turbo frequency, or manually set each core to a frequency you feel is good enough.
I personally wouldn't set each core manually when you are looking to overclock. If you want a boost in performance but want to keep it at a level that a stock or low end cooler can handle, then syncing all cores and setting the multiplier to make all of them run at the frequency of turbo would be what you would do.
For your CPU I wouldn't know what that is since you haven't shared that bit of info but as an example:
The i7-6700K has a base frequency of 4.0Ghz and a turbo of 4.2Ghz.
So if I just wanted to make the turbo frequency be on all cores instead of just the first or both first and second core, I would sync all cores in BIOS then set the multiplier to 42 so that all cores go run at the turbo frequency at all times giving me a small bump in performance but where a stock or low end cooler could still easily handle the small amount of extra temps that would be caused by this.