CNAs should not perform any tasks that they were not trained to do. A patient usually has doctor orders to receive oxygen and the nurse or licensed person assigned to that patient needs to confirm and carry out those orders.
You will need to check with the facility that you work with to find out if a nurse that has a patient with doctor orders to receive oxygen is able to delegate that task to a CNA (with or without supervision) or if a CNA can give oxygen in emergency situations.
You may also want to check with South Carolina Department of Labor, Licensing and Regulation, Board of Nursing at 803-896-4300 to ask if licensed professionals that have supervision over CNAs are able to delegate such tasks to a CNA.