You should be able to run the configuration utility and enter new Oracle connection information for the planning system database, this will create the tables.
You can then extract the information from your SQL planning system tables and insert it into the Oracle tables, you will have to do it in the correct order as there are some constraints on the tables.
Once you have done that and restart planning it should pick up all the new information.
So, I change the configuration to Oracle it will make a new database for Planning system database? Do I have to make a new user at Oracle DB first before to configure it?
About SQL Planning system tables, aren't they created automatically when I configured at the first time when I did the installation?
I just do the installation for my machine so I don't think I have things to move into Oracle DB.
Create a new user in Oracle say called "Plansys"
Run the configurator, choose planning > configure database, chose Perform 1st-time configuration of database.
Enter connection details to oracle using Plansys account.
After it has completed check it created the tables in the Plansys schema.
Next transfers the data from the sql server tables to the oracle tables.