Oratories seem to have originated from the chapels erected over the tombs of the early martyrs where the faithful gathered to pray, and also from the necessity of having a place of worship for the people in country districts when churches proper were restricted to cathedral cities.
The term is used here in Molfetta to mean the activities organised by a church for the children of the parish. These include sports, crafts, organised games, drama, summer camp...whatever the church volunteers are interested in or capable of doing with the kids.