You do not need to oils it, or works it around in your hands, or do anything special.
You put it on and go riding.
Ideally you go on a big swety trail ride and that does the trick.
But if your bridel arrives in November and it is cold and there is no swetting really. You can just put it on and wear it around.
Like here for example. I takes it on the trail and finds a bunch of deer insides.
I suspose you could also go out and get it rained on. But whatever.