This is some what depended on the OS type and version you install the sql_response probe on.
So if you install the sql_response probe on a windows machine, Download oracle client for windows, setup an ODBC connection to the oracle database you can then use that connection in the sql_response probe to run queries.
below is a connection string information for creating an OLEDB connection string to oracle as well.
Oracle Provider for OLE DB Connection Strings - ConnectionStrings.com
Microsoft OLE DB Provider for Oracle Connection Strings - ConnectionStrings.com
but you should be able to do this without too much trouble.