Windows deployment

I am deploying my game on windows. But its database is connected to Oracle.
How should I deploy with the database?

use an embedded database

You’d have to tell your users to install an Oracle database. Oracle does offer a freely downloadable and usable developer version, so technically that would be feasible, but unless your user base is massively more tech savvy than the average, this will be too complicated for most of them.

An embedded database is your best option.
H2 comes with an “Oracle emulation mode” which understands most of the Oracle-isms you might be using.

The advice you’ve been getting assumes that the database is deployed with your game, as requested.
If everything is supposed to run against the same database on your server, you don’t deploy the database, you just make the users connect to yours. The issues are very different then, and depend on whether the game is real-time or not.