See the attachment. I'll want to have oil very soon but each opportunity is pretty far from me. I think these are my best options:
1) keep fighting Russians and then get it from Mongol territory in the north
2) trade it from Egypt (I can't do it right now, do they need to have refining before they can trade it?)
3) go overseas to a distant location (not a great option, I think)
4) something else?
I cant open your game. What operating system you using? You can just attach a few screen shots instead (print screen).
Nations need Refining discovery before they can see, and trade, the oil resource. So you can trade for it, especially if they have more than one source, and you have something they want. If you want it now, with the least risk, and have the payment, then do that.
You have lots of other options:
If the oil resource is not within the 9 squares of another nation's city, you can ship a settler there, with plenty of defensive units and cannons, plop down a city on it or within a square of it, preferably make it a coastal city and fast build a harbor. Otherwise you'll need to build and defend a road to your nation. (or send a worker to build a colony, if more adventitious). Depending on how far away your new city is, or how close to enemy cities, you'll need a lot of units in it to keep the city from defecting to the enemy nation. So you'll also want to hurry production of culture city improvements, which can be accomplished by disbanding units in the city, which will apply shields towards the temple/library.
If you're at war with Russia, just work your way up to the resource and capture it. But don't bypass Russian cities to get to it, or, as I said, it's just a waste of resources to defend it, and keep it from defecting to Russia.