Are you asking how to buy physical oil, have it delivered to you so you can hold onto it ? If you are then the quick answer is you don't, you don't have the infrastructure to take delivery or to hold the oil. However if you just want to "invest" directly in oil you will be looking into setting up a Futures account and trade Future Options.
Your best bet however it to just invest in Power Shares Oil ETF, it will mostly track oil, and its the most hands off approach http://finance.yahoo.com/echarts?s=DBO+Interactive#{%22allow...