I am by no means an expert or totally knowledgeable with alcohol withdrawal but I would say if you are not opiate dependent and have no tolerance to opiates; a moderate dose of oxycodone I assume would very much ease the WD pains, and possibly allow you to sleep if you cannot.
If you have a severe alcohol dependence I would seek medical attention to properly manage your withdrawal as this could be fatal.
Personally, I would take the oxycodone so long as I haven't been drinking.