In order to run tests on Sauce Labs provider, you'll need to configure Oxygen IDE with your Username and Access Token. Both of these values can be obtained from your Sauce Labs profile page:
Go to Run Settings ("cogwheel" icon on the toolbar), switch to Cloud Providers tab, select Sauce Labs, fill up the necessary information and click Save & Close:
Once this has been done, a "Location" selection box will appear on the toolbar. Select Sauce Labs. Once the location is selected, browser list will be populated with available target browsers. Select the browser (and optionally, the browser version and/or OS) you wish to run your test on.