I don't think you meant to say ASP.NET there did you? This is a Winforms
app not a web app right?

To answer your question, the GUI runs in a single thread. However, you can
easily create new threads and run your Oracle methods from that thread. For
example you could do this:

class MyForm : Form
{
   <Constructors And Initializer Code>

   void DoOracleProcedure()
   {
       <Do long DB Code here>
   }

   void Button1_Click(object sender, EventArgs args)
   {
       Thread th = new Thread(new ThreadStart(DoOracleProcedure));
       th.Start();
   }
}

With this, when you click the button a new thread will be created with an
entry point of DoOracleProcedure. When Start is called it will call the
method and the thread will run until the DoOracleProcedure returns. Any
method calls the DoOracleProcedure makes will run in the new thread. This
will keep your GUI responsive.

One thing to note, however. Should you need to update your GUI from a
separate thread there are some loops you need to jump through. Nothing
terribly difficult. Just mildly annoying.