The next time you're in the supermarket, spend a little more time than usual in the oil section and take a look at what plants they come from. The vast majority are pretty obvious: coconut oil comes from coconuts, peanut oil from peanuts, etc. Only two are likely to be a little confusing: canola oil and vegetable oil. Canola oil actually comes from the rapeseed plant ("canola" stands for "Canadian oil, low acid"), but what about the vegetable oil? What vegetables are used in it, exactly?
A check of the ingredients label should be all that it takes. Crisco: soybeans. Wesson: soybeans. Mazola: soybeans. So why not just call it soybean oil? Because not every vegetable oil produced is made entirely out of soybeans; about 15 percent also contain some other type of oil, be it canola, corn, or peanut. Any oil that's derived from a plant (as opposed to animal-derived ones, like lard), can be called vegetable oil, but producers tend to not have much interest in being specific when they're selling soybean oil as opposed to, say, safflower oil; consumers are more likely to buy soybean oil when it's labeled "vegetable oil." It's just marketing.
The other main purpose of giving cooking oil a name as generic as "vegetable oil" is the fact that vegetable oil, by design, is odorless, flavorless, and nearly colorless. When an oil shares a name with the plant it's derived from, it's implied that the oil will pick up some of that flavor. All vegetable oils are created through a process called solvent extraction, which leaves nothing behind but pure, flavorless oil. Even if you've never seen vegetable oil before, you can assume that it's not going to taste like carrots and broccoli.
So there you have it: That vegetable oil you're buying is most likely just soybean oil with a different name.