Create a Managed Virtual Network in Azure Data Factory if you haven't already. When creating an Integration Runtime, choose the 'Azure' type and enable the 'Managed Virtual Network' setting.
Verify that your on-premise network is properly configured to allow connections from Azure. This might involve setting up Network Security Group (NSG) rules or firewall rules to allow traffic from Azure's IP ranges.
Since Managed Virtual Network Azure IR is a cloud component, your on-premise Oracle database must be accessible from the cloud. This may require setting up a VPN or Azure ExpressRoute between your on-premise network and Azure.
I see you mentioned that you cannot connect to Oracle using Managed Virtual Network Azure IR directly, consider setting up a Self-hosted IR as a proxy.
Configure the Self-hosted IR within your on-premise network (where it can access your Oracle database).
Link this Self-hosted IR to your Managed Virtual Network Azure IR.