XQuery execution is possible through an XQJ connection.
First of all, create an XQJ data source as described in How to Configure an XQJ Data Source. The BaseX XQJ API-specific files that must be added in the configuration dialog box are xqj-api-1.0.jar, xqj2-0.1.0.jar and basex-xqj-1.2.3.jar (the version names of the JAR file may differ). These libraries can be downloaded from xqj.net/basex/basex-xqj-1.2.3.zip. As an alternative, you can also find the libraries in the BaseX installation directory, in the lib sub-directory.
The next step is to create an XQJ connection as described in How to Configure an XQJ Connection.
For a default BaseX configuration, the following connection details apply (you can modify them when necessary):
Now that the XQJ connection is configured, open the XQuery file you want to execute in Oxygen XML Editor and create a Transformation Scenario as described in XQuery Transformation. In the Transformer drop-down menu, select the name of the XQJ connection you created. Apply the transformation scenario and the XQuery will be executed.