You do NOT need an ODBC connection! Crystal comes with a native Oracle driver that is faster and more reliable than ODBC for Oracle. You have to have installed it when you installed Crystal.
You don't say which version you're on, but you can get to it when creating a report - in the first screen of the Standard Report Creation Wizard, select "Create New Connection". When the list comes up, select "Oracle Server". On the Connection screen the "Service" is the database name from your TNSNames file. Note: the Oracle client software MUST be installed on the workstation/server where the report is being run in order for it to work.
-Dell