Yes it does. The direction of the axis is roughly perpendicular to the orbital plane of the planets in the solar system. A few years back, NASA launched the Ulysses space probe which is supposed to record the first x-ray images of the Sun's north polar region sometime in the next year or so. The magnetic axis of the Sun is also roughly aligned with the rotational axis, and during total eclipse, you can see the shape of the Sun's magnetic field reflected in the structure of the Sun's corona. The best view happens during times of sunspot maximum when the Sun's 'bar-magnet'- type magnetic field is strongest.