quick means that the firewall will stop processing rules when it hits a match. If you don't use quick, it's last-match-wins instead of first-match-wins.
All of the rules on normal interfaces (wan, lan, etc) have quick enabled internally by pfSense.
Floating rules can be used to control how traffic is allowed to leave the firewall itself (though if it matches a rule on any other interface, it would be bypassed because it would already have an existing state).
Pretty much "If you don't know what they do, you probably don't need them" :-)
There is no reason you should need floating rules to do what you are talking about. A pass rule for ICMP on the normal interface rules should suffice. If you really want to allow it in on all interfaces, an Interface Group would be more appropriate, though a floating rule may get the job done.