Why don't you have a manual?
What is the make and model of your machine?
As a general rule of thumb, they should be cleaned (de-linting) after every project, and oiled at the bearing points with about every 8 hours of use. However, some machines are NOT meant to be oiled by the end user, but rather to be serviced annually by a sewing tech.
This page from my blog is filled with resources for maintaining a machine. Resources for DIY Sewing Machine Repair & Maintenance