You need to install the ODBC driver for Oracle. You can install the driver from the Oracle install disk or elsewhere (such as the Oracle site).
How you configure the Oracle ODBC client will depend on needs. Before you being, you will need to know the Oracle instance name (ORCL is the default, but if the DBA is worth their weight in support, they will have set something else up), a login account and password.
Assuming you have Windows 2K or XP, from the menu, "Start" -> "Control Panel" -> "Administrative Tools" -> "Data Sources ODBC"
You will have your choice in the ODBC setup -- User, System or File". A typical approach is to use the "System DSN". Click on "Add" and locate the Oracle driver. Follow through with the wizard. You will be given a chance to test the connection.
Once you have established the ODBC driver / connection, you will be able to use Access to access the database.
Ricard