Engine oil in my Nissan Primera 2.2 diesel 2002 model the radiator

Check to see if you've got an oil cooler that uses coolant to cool the oil. Sometimes theyre in the radiator. If so its leaking oil into the coolant. If not the you need to look at the upper intake gasket. A pinhole leak there will cause this too

Where is the oil cooler of Nissan Primera 2.2 Diesel 2002 model located?

Cant say exactly. We don't have that model here in the states, but what I can tell you is to find the oil filter and look for lines coming out of the housing next to it. All the diesels here have coolers with lines coming from right next to the oil filter. It might go to the radiator or to a cylinder that has coolant flowing through it. An external oil cooler in front of the radiator, it looks like a mini radiator in front of the big one, will not cause your problem as its cooled by air not coolant.