No, there is no undergraduate course (what we yanks would call a "major") in journalism at Oxford.
Your question seems to me to be rather naive, as Oxford is a very "academic" university, that doesn't teach more vocational subjects like journalism. If you are looking for a more "vocational" experience in university, Oxford may not be the right choice for you.
I would suggest that you think of some people accomplished in the field of journalism that you admire, then study how these people became journalists. Wikipedia would be a good place to start, that would have complete information on where any prominent person went to college/university.