The omega should be good straight out of the box
So oil/lube before use should not be essential
It also means you can check it out before you do anything with it, in case anything does not work then you know you have not made a mistake reassembling!
Double check the manual, but ensure you cock it (and make safe, preferably with a barrel condom & safety on - if it's supplied with a barrel plug then use that for now but get a barrel condom when you can)
Then air up
Some mech guns will pretty much go on forever with zero to minimum maintenance, some like to be loved after every game. Like my famous x7 that has taken major abuse, occasional full strips, and two or three times handed to the tippman tech, other than replacing the original ratchet he had never done any repairs, just a nice service and it's back into play
For lube you have the choice of oil or a grease, if some is supplied then use that. If not then check the right type and stick to that - whatever you do avoid general purpose oil such as wd40
There is an old school trick of oiling mechanicals, it dates back to the age of co2, but can sometimes work with air as a minimal maintenance - put a drop of oil into the guns asa then attach air and dry fire to pass the oil through. (This should never be done with electros as the oil will mess up the system)
also never confuse oil into the guns asa with oiling the bottle - oiling the bottle with high pressure air is seriously bad & dangerous, oiling a gun as above does not let oil into the bottle
However for good practice, start as you mean to go on and do the maintenance as recommended in the manual