As Shivam says, you need to register the linked server. Or, rather, you have to ask your DBA to do this.
Furthermore, for a linked server to Oracle, you need an OLE DB provider for Oracle. Microsoft has no OLE DB provider that supports modern versions of Oracle, but you need to get them from Oracle. I don't know if they are free downloads, or they come with a fee.
Once you have the linked server in place, you can use either OPENQUERY or EXECUTE AT. The latter is easier, since it accepts parameters. With OPENQUERY you need to build a query string for the Oracle query and then you need to nest that query in a T-SQL query to run with dynamic SQL. It can easily drive you insane.
With EXECUTE AT, you can run things like:
EXECUTE ('SELECT a, b, c FROM tbl WHERE col1 = ? AND col2 = ?', @val1, @val2) AT ORACLESRV
Note that the query you pass to EXECUTE AT is executed on the Oracle server, and thus needs to use Oracle syntax.
To use EXECUTE AT, the server needs to be configured for RPC:
EXEC sp_serveroption 'ORACLESRV', 'rpc out', 'true'