As you could find out yourself by doing a simple check on M-Audio's homepage:
"Oxygen 25 is class compliant and does not require an additional driver for the selected operating system."
The only thing you'd need to download is the DirectLink mappings if you use Logic Pro X (or GarageBand) as a DAW, and want to auto-map the knobs and buttons.
Most other DAW's have DirectLink built-in with recent versions. Check this page for details:
M-Audio Driver Search
Choose "Legacy" and Oxygen 25(Blue) which is the gen.3 version.