The best way is by watching the videos from the Official Oxygen Youtube Channel :
https://www.youtube.com/channel/UCtG-mJIfI5Kq5wp4X1RQOXg
And the Official Oxygen Documentation : https://oxygenbuilder.com/documentation/
There are also some 3rd party video courses (free and premium)
Permaslug Course:
https://permaslug.com/ultimate-oxygen-course/
Permaslug YouTube:
https://www.youtube.com/channel/UCofbAeeBdTTZgeHinzl5u6A
Isotropic Design YouTube: https://www.youtube.com/channel/UCJspEIo2HrjfaDMMXETluYg
Stratos Tutorials YouTube:
https://www.youtube.com/channel/UCr-o6Wusaqh3tkVFAtyZKAA
Kevins' videos:
https://www.youtube.com/channel/UC4KXtFds_3R7xwGV79rZysg