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If a cacti is self sterile does that mean no fruit will form when 2 flowers on one plant is cross pollinated?

Yes and no. Some plants can be fooled into self pollination but the seeds may not be viable or the seedlings are weak and die. Other plants just don't react at all with thier own pollen.

Some plants try and fool you by producing fruit but without seed or just a few very weak seeds.

I think thats generally the idea, Self Fertile plants can form seeds by either pollinating one flower with itself (by brushing pollen from the anthers of a flower onto the stigma of the same flower.) Or using pollen from other flowers on the same plant on the stigmas of different flowers on the same plant.
Self Sterile plants can not do this and require pollen from a different plant of the same species to create (non hybrid) seeds.

Thanks for the replies so far
Just one other thing... Is cuttings and/or pups from a plant basically the same plant? Will you be able to pollinate in such a way? I'm referring specifically to a mamm magnimamma and stenocactus hastatus. The mamm have never produced any fruit but has quite a few pups also flowering. The steno is producing fruit and seeds but I dont think any of em is viable as none I planted has come up so far.

Hydrogin wrote:
Just one other thing... Is cuttings and/or pups from a plant basically the same plant? Will you be able to pollinate in such a way? I'm referring specifically to a mamm magnimamma and stenocactus hastatus.

Yes, But you could try and cross pollinate the flowers of the same plant anyway because you never know if a plant will self if you dont try it first, especially the Mammillaria.
I havent ever got a stenocactus to self but many different Mamms I grow have.