The Oxygen Section element by default does not have options for setting margins. But you can easily add margin in the Section settings in the Advanced > Custom CSS tab.
If you need to add the same margins for several Sections, then first add a class for the Section, and then add a custom CSS for this class
More details and screenshots: https://oxywp.com/how-to-add-margin-to-the-section-element-in-oxygen/