Customers are usually associated to a set of orders by their customer account. Some eCommerce platforms have different techniques for this and can vary if the customer is a guest or not. Within the Autoresponder Max, the customer association with an order does not have to be by the customer account only, it can also be associated by the email address of the customer. This can vary slightly based on the eCommerce platform.
For the First Purchase email campaign, the special filter will check to see how many orders the customer has. This will include the customer association by email address. So, even if your customers purchase using a guest account, they will not receive a First Purchase email for every order. Of course, if the customer uses a different email address, they would receive an email, as there would be no orders associated with that customer.