Oracles are intermediaries between the deities and humans, and are the channel through which the deity speaks, gives advice, heals, teaches (in the case of Dorje Shugden) and has communion with lamas and practitioners. Dorje Shugden oracles play an important role in Tibetan Buddhism from recognizing incarnations of highly important lamas to giving advice in critical situations, for instance when helping the present Dalai Lama escape from Tibet in 1959 against very difficult odds.
For more introductory videos on Dorje Shugden's practice: www.tsemrinpoche.com/?p=66785