Just curious, in US, do people use cooking oil tin cans as fillers of pillars in a building? Whether yes or not, is there any law on this?

First answer is correct - depending on the type of building and where it is being built, the design will be required to meet very specific and stringent building codes before construction can begin, and will have to be thoroughly inspected before a certificate occupancy will be issued by the authority having jurisdiction.

As a rule no.

And yes, as a rule there are building codes that prevent this sort of thing.

However, if yo have private land and want to build on it you can go nuts and use what you want.

No. Wouldn't building codes which would probably require rebar

Not in general. I doubt they would meet building codes.