They don't smell unless they have been treated. Alot of second hand sleepers are treated with creosote but nowadays you can't get proper creosote so if you get a sleeper that aromatises the real deal then you have smelt luxury.
When I was little, my Dad managed to obtain a railway sleeper which was used as a clothes line post in our garden. It didn`t smell at all but, as a child, I remember being fascinated with the tar that used to ooze out of it on hot summer days.