I don't use Oracle. But have set up many data connections with SQL.
Have you confirmed that the connection actually works? If it does work then at what point are you having a problem?
I still do it the old way. I typically don't use the Data Manager. But if you pick The data load editor instead of 'Add Data' then when that opens you should see your Oracle data connection on the right side. There should be a button to Select Data. Click on that and then you should be able to see the tables in your database. If you get this far then the connection itself is working.
Select any table.
Then select insert script. The code should now show up in your script editor.
Click on Load Data in top right corner.
If everything is setup correctly your data should load and then you can open the App and build some visualizations.