You can check if the Oracle driver which comes with denodo is working properly with other clients, if it’s not working then there’s some issue with the driver and not denodo. You can then download oracle driver and use this driver to connect to the JDBC
Another thing you can check is if you are using the internal JRE/JDK from the denodo. This error seems to arise because of some library conflicts which java cannot use. I would suggest you to use the internal JRE/JDK to see if you can reproduce the same error
You can also download the ojdbc6dms.jar, but the class oracle.jdbc.driver.DMSFactory is already present in the Oracle driver jars located at the location <DENODO_HOME>\lib\extensions\jdbc-drivers\oracle-12c
I would also suggest you check if you have configured the data source properly, to connect to Oracle make sure you have selected the proper adapter, in your case Oracle 12c. Denodo platform includes Oracle JDBC driver and once you select the adapter the Driver classpath and Driver class are auto-filled. Make sure, the Driver classpath for Oracle is 'oracle-12c-v126.96.36.199' and Driver class is oracle.jdbc.OracleDriver. The database URI is in format jdbc:oracle:thin:@host:port:database. You can use the login and password authentication for your database and then test the connection.
Hope this helps!