An oil well is usually drilled into a hole in the Earth with a drilling rig.
Explanation:
In summary, a well is created by drilling a hole into the earth with a drilling rig that rotates a drill string with a bit attached. After the hole is drilled to a prescribed depth, sections of steel tubing known as casing are set in the hole (slightly smaller than the borehole) to provide an annuls for cementing. Hope this helps.