Rajendra Gupta has a multi-part series on Polybase enhancements with SQL Server 2019. Part one covers installation of SQL Server 2019 and Azure Data Studio:
You need to install Oracle JRE 7 update 51 or higher to install Polybase. If it is not installed, you will get below error message while checking the rules for installation.
To fix this error, go to ‘Java SE Runtime Environment 8 Downloads‘ and download Java SE Runtime Environment 8u191E. Double click on the setup file to install it.
Part two shows us how to install Oracle Express Edition and query it via SQL Server:
As discussed, so far below are the requirements to access Oracle database using PolyBase with Azure Data Studio
SQL Server 2019 preview 4
Azure Data Studio with SQL Server 2019 extension
Oracle Data Source
Polybase services should be running with SQL Server database services
Part three is forthcoming, as Rajendra mentions at the end of part 2.