Thanks for this bug report.
I suppose you use OCI Oracle driver. Then you need to choose Oracle home (in the bottom of conenction page). And there should be JDBC drivers installed in this Oracle home (directory hdbc/lib). And at least one Oracle home should be in PATH system variable.
What Oracle version do you have? OCI driver was tested against Oracle 10 and 11.
Could you open Error Log and copy this particular error ("Can't load driver class") description here?
BTW did you try to use Thin driver? It doesn't need Oracle installation at all.
We are going to add support of TNS_ADMIN in the next hotfix DBeaver version.