If you are interested in eventually studying for a DPhil at Oxford, a good place to start would be to come to Oxford for a Master's degree in Mathematical and Theoretical Physics. The application deadline is generally in late January for entry the following October.
Applications to the DPhil program at the Mathematical Institute are managed centrally here. If you think you would like to work with me, I recommend looking into my research. It might not be a bad idea to take a look at some of the recommended reading on my interesting reading page to see if you share my taste to some extent.
You will notice there are two different application deadlines. You should meet the first deadline (early January 2022). This is especially important if you want to be considered for funding from various university sources.