What type of molecules is vegetable oil made of?

Vegetable oils, and all plant oils or fats, consist almost entirely of "triglycerides." Some plaint oils such as palm oil (obtained from the plant's fruit and not it's seed) contain a small percentage of mono- and diglycerides in addition to the majority of molecules that are triglycerides.

The short, technical answer to your question is that vegetable oil is a mixture of many different triglycerides typically composed of 7-12 different fatty acid esters of glycerol. All triglycerides are formed from one molecule of glycerol and threefatty acid molecules. (The suffix "tri" means three.) If you are not already familiar with the structure of "glycerol," and the general structures of a "fatty acid" and an "ester," then I recommend that you look of the definitions and chemical structures of those compounds on one of the popular internet search engines.

Glycerol, also called glycerine, contains three -OH, or hydroxyl, groups. Triglycerides are formed when the carboxylic acid ends of three fatty acids each chemically react with one of the three hydroxyl groups on glycerol. This reaction forms three fatty acid ester linkages with glycerol, that is it forms a triglyceride, plus three molecules of water.

Finally, there are at least two dozen, relatively common, naturally-occuring fatty acids. However, all fatty acids have on one end a -COOH, or carboxylic acid, group. I'm sure you can imagine that if there are, let's say 25 different fatty acids, each of which can form an ester linkage with one of the three hydroxyl groups on glycerol, then that adds up to many hundreds or possibly even thousands of different combinations of glycerol and any three fatty acids. That is why vegetable oil is a mixture of triglycerides.