The file that you are looking for is probably "xqjori.jar" and is in the xdk/lib directory of the full Oracle client.
"The directory paths for these JAR files are relative to the
ORACLE_HOMEdirectory of your Oracle Database installation."
So, to get the JARs you need to install the database (but you don't need to start it).
oracle.xml.xquery.OXQDataSource is in oxquery.jar.