If it is a oil type compressor, not all are, there will be a fill plug in the base of the compressor. Normally, compressors dont use much if any oil. I have one nearly 20 years old, I have not added a drop.

Yours may be oil-less. It should say on the compressor whether it is or not.

You dont mention the model, so I cannot say with authority if it is oil or oil-less.

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a

There should be a square-head nut near the bottom of the cylinder head. (part with the metal fins). Remove this nut and if oil comes out it's fine.