Apologies for the delayed reply. We definitely support Oracle databases, in fact we have 2 Oracle connectors.
I'm not an Oracle Cloud user myself, but I think you should also be able to connect via either the Oracle connectors or by using a JDBC connect with "My Drivers". You can also reach out to your DataRobot account team by email for more detailed help.
Additionally, if you try to make the connection and have any trouble feel free to update this thread with screenshots.