How can oil enter the boiler feed water system?

First there should be a back flow preventer so the boiler water can not travel back into your potable water. Oil could have entered the system during installation. Oil is used during pipe threading and if is not cleaned off could have been left in the system when the water was turned on. Also there is some oil in some thread sealants which if too much have used could have entered your system. Not sure why you are asking but this could cause problems in a steam heating system causing the water to surge back and forth. This can be fixed by heating the boiler and letting the oil flow out of a draw off at the top of the water level while adding more water. If doing this you want to make sure you have enough water in the boiler so that it doesnt get damaged from the heat.

ALL Boilers by decent codes require a back flow preventor NOT just a check valve UNLESS the boiler is fed though an air gap which is the best possible ptrotection for the potable system