I can't speak for all women but I would assume most at least have fantasized about it. Those who actually go through with it actually enjoy the attention and feel of having more than one cock at a time. Most who has tried it once I'm sure will do it many more times if the opportunity presents itself.
I for one love being airtight with as many cocks taking turns filling me up as possible. Almost daily I have group sex as I try to set the world record for the most sexual partners in a lifetime.
Hopefully I answered your question to your satisfaction. I may not be the average woman to ask to speak for all women. I can only assume most do think about it even if only a few has actually acted on it. I too would love to know the percentage of woman who has actually had group sex. It would be an interesting fact to know.