Check the coolant for the presence of oil and the oil for the presence of coolant.
Grasp the heater hoses just inside the engine compartment next to the bulkhead with the engine running and at operating temp. They should be hot. Move the temperature control back and forth and see if the heater control valve (if equipped) and/or blend doors move.
Is the outside of the engine covered in oil? If so, you need to clean it and then use a leak detector dye kit to locate the leak source. If it's an external leak.