Does sesame seed oil taste like toasted sesame seeds?
There are two types of sesame oil you can normally buy.

Pure sesame oil (or just sesame oil) has a mild sesame taste. Refined sesame oil is used as a cooking oil and only has a hint of sesame flavour.

Toasted sesame oil is made from toasted sesame seeds (and therefore tastes like toasted sesame seeds).  Aside from the labeling, you can easily tell it apart from pure sesame oil by its much darker colour and stronger aroma. It is not a cooking oil, it's more of a condiment and used frequently in Asian cooking.

Neither of these taste exactly like sesame seeds on a bun, obviously, but the sesame flavour in toasted sesame oil in particular is very noticeable.