Please follow this step-by-step tutorial you can fin on Microsoft documentation.
Basically the tutorial will guide you to use a Copy Activity on Azure Data Factory (ADF) to read data from the Oracle database using an Oracle connector.
The tutorial will also guide you to create a linked service that specifies the connection information and credentials for your Oracle database.
Since your Oracle database is located inside an on-premises network, you also need to configure a self-hosted integration runtime that can access your Oracle database and transfer data to Azure SQL Database. You can install the self-hosted integration runtime on a Windows machine that has network connectivity to your Oracle database.
Alternatively, this GitHub article guides you on how to use Copy Activity in Azure Data Factory to move data from an on-premises Oracle database.