In the Oracle Relayer Messaging Protocol(ORMP) protocol, the Oracle is responsible for establishing connections between messaging contracts in the source and target chains. It plays a crucial role in submiting the message_root, which is used to verify received messages in the target chain. The default Oracle solution used in ORMP is subAPI with API3/Airnode. Anyone can run an Airnode to join the subAPI. You can find a guide on how to run an Airnode for more information.