The first step before the setup of XenApp 6 on the server is install the Oracle Client 32-bit on the server.
Download the file win32_11gR2_client.zip (Oracle Database 11g Release 2 Client for Microsoft Windows (32-bit)) available at
Download the file win32_11gR2_client.zip (Oracle Database 11g Release 2 Client for Microsoft Windows (32-bit)) available at
Descompress the .zip file and run the Setup file.
Then run the XenApp setup and you will see the Oracle option is available.