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You are not likely to see wild oryx there as far as I know. Here is the official UNESCO entry explaining the delisting of the site and the fact that only four mating pairs were thought to be left by 2007.

The place is near Jalouni, WNW of Dukum, and was not near a major road when I visited in 2005. I had not sought permission to visit, and would have needed something official to tour the site.

Instead, on a whim I just drove north from Salalah, eventually turning east, and spent the night in the car in the middle of the desert. The next morning I drove around a bit, found a road crew and asked. They were surprised to see me at the gate, and didn't let me stay long though they were very friendly. I saw a few gazelles and one oryx (plus many more in a small pen).