For the compressor there isnt a lot to it..
it should have come pre filled with oil (there is an clear optic with a small O on the case when its level the oil should be upto that mark..)
theres a small round pre filter on the side check thats fitted ( i coated the element in light oil to hold dirt (but i am not intending to do any spraying with it)
if its new you need to "run it in" undo the drain valve on the base of the tank (ear protection if its up to pressure) and unscrew fully (let the tank drain first now start it up and run it for 30 mins in intervals of 15 mins let it cool then run it again (pull up on the red button to start it) By removing the drain plug it wont get any pressure but will bed the piston in)
drain the oil by removing the red oil cap and pour out then refill as dave said most tool shops/ motorfactors stock it (although mines running fine on synthetic engine oil
(was only a cheap tool))
the connecting branch is 2 way one is regulated (left IIRC there is a black knob to adjust the outlet pressure) and the other is at tank pressure..
hope that helps..