What about oracle on premise dB? Can it be done ?
I assume you mean "Can my on-premises Oracle DB data be used in SQL Server Data Warehouse?"
The short answer is yes.
The longer answer is that you will have to either migrate your Oracle DB to Azure SQL Data Ware house (https://datamigration.microsoft.com/scenario/oracle-to-sqldw?step=1) or you will have to create a mapping/extract of your Oracle data to feed into Azure Data Warehouse (https://docs.microsoft.com/en-us/azure/sql-data-warehouse/design-elt-data-loading).
Either scenario is outside the scope of this course, but hopefully that answers your question.