Set up the Oracle server/database as a Linked Server to the SQL database
An explanation of SQL Linked Servers :
Understanding SQL Server Linked Servers[
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Specific Example of SQL to Oracle :
Configuring Connection from SQL Server to Oracle using Linked Server - SQLines Open Source Tools[
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Edit:
Once the servers are linked you can just refer to the fully-qualified table names in your join
FROM [SQLServerName].[SQLDatabaseName].[SQLschemaname].[SQLTable] S
JOIN [ORAServerName].[ORADatabaseName].[ORAschemaname].[ORALTable] O ON S.columnname = O.columnname