First off you need to download and install ODP from this site http://www.oracle.com/technetwork/topics/dotnet/index-085163.html
After installation add a reference of the assembly Oracle.DataAccess.dll.
Your are good to go after this.
using System;
using Oracle.DataAccess.Client;
class OraTest
{
OracleConnection con;
void Connect()
{
con = new OracleConnection();
con.ConnectionString = "User Id=<username>;Password=<password>;Data Source=<datasource>";
con.Open();
Console.WriteLine("Connected to Oracle" + con.ServerVersion);
}
void Close()
{
con.Close();
con.Dispose();
}
static void Main()
{
OraTest ot= new OraTest();
ot.Connect();
ot.Close();
}
}