To connect to an Oracle database from Document! X you will need to have an Oracle compatible OLE DB driver. You can install the Oracle Provider for OLE DB for free as part of the Oracle Client 10g Express Edition, which is available here: http://www.oracle.com/technetwork/database/express-edition/downloads/index.html
This field should be an address to the Oracle server (in this case an IP address), followed by the port number 1521, and finally the Oracle service identifier (/xe).
This option will need to enabled if the user credentials requires a password.