Do helicopters need to use yaw pedals to fly a coordinated turn?
Many helicopters have different flight characteristics, but for general information you can always look in the FAA Helicopter Flying Handbook, this is from Chapter 9:

This is from a section on the four fundamentals of flight (straight-and-level, turns, climbs, and descents):


  Anticipate the following characteristics during
  aggressive maneuvering flight, and adjust or lead with
  collective as necessary to maintain trim and torque: 
  
  
  Left turns, torque increases (more antitorque).
  This applies to most helicopters, but not all.
  Right turns, torque decreases (less antitorque).
  This applies to most helicopters, but not all.
  


So some (most) helicopters do require some torque pedal movement for aggressive maneuvering, but the pilot may have anticipated this and added the correction prior to beginning the turn. You may not have noticed as much pedal movement as you would in a coordinated turn for an airplane, or the helicopter you were riding in had different flight characteristics and was not maneuvering aggressively enough to need it.

Many helicopters "wind vane" pretty well, that is that they stay aligned with the relative wind at high speed. It could be that the helicopter you were in was travelling at a high enough rate of speed that a large (or any) correction was not needed to maintain proper alignment. 

For an example of how speed cancels out the need for anti-torque control, see this article about a helicopter pilot that lost the tail rotor and continued to fly for half an hour to a proper landing site.