I haven't had to add any yet, but I use vactra #2 way oil on my bridgeport and lathe. Thats what I plan on using on CNC as well. Not sure if we need to oil anywhere else. One thing I wish there was more of with the mill is documentation. I can't even RTFM if I wanted to.
Heres the manual for one of their competitors machine but its basically the same thing. I'm pretty sure there is some oiling info in there.