As of Mendix 10.6 you can use the external database connection to connect, define and test queries in studio pro:
For older Mendix versions you can use the database connector from the mendix Marketplace.
I don't know for sure, but from the error it seems that you have some problem with the installation of the Mendix version or the Oracle driver. With version 10.5 the connection runs correctly.
when I connect to oracle,I met this problem, could you please help to have a look. thanks.