BI-DIRECTIONAL Oracle Golden Gate for Oracle 12c and SQL Server 2014
Install GoldenGate for SQL Server on the server with the SQL Server database.
Install GoldenGate for Oracle on the server with the Oracle database.

Here is an example of setting this up: http://www.oracle.com/technetwork/articles/datawarehouse/oracle-sqlserver-goldengate-460262.html

It is outdated, but the point is, you can see what goes where in this.