This is a very wide open question. Oliver Twist contains dozens of literary devices, but I can get you started with a couple of them. One literary device that Dickens used in this story is narrative point of view. This is not unique. Every author has to decide what the point of view of a story is going to be. In this story, Dickens chooses a third person narrator. The narrator, for the most part, stays focused on Oliver and a few of the people with whom he closely interacts; however, there are moments when the narrator breaks form and inserts his/her own voice and directly speaks his own thoughts and opinions about something:
If it did not come strictly within the scope and bearing of my long-considered intentions and plans regarding this prose epic […] to leave the two old gentlemen sitting with the watch between them long after it grew too dark to see it […] I might take occasion to entertain the reader with many wise reflections on the obvious impolicy of ever attempting to do good to our fellow-creatures where there is no hope of earthly reward.
Another immediately visible literary device is setting. In the broadest view, setting is the time and place of a story. Sometimes setting is relatively unimportant to the overall story, and other times the setting is an integral part of the story as it shapes characters and affects events. Oliver Twist is set in London, but the setting is so much more important than giving readers only the city. The story is set in the seedy, filthy, crime ridden sections of London. It's not a nice happy place to be, and the reader can really feel the oppression that characters within the story are subjected to.
It is important to note that Dickens does change the setting at one point. He paints readers a picture of the village in the country that is the total opposite of the London we have been seeing. It's here that readers see Oliver much happier, and the setting change serves to sell readers the idea that the country is good and the city is evil. This is also a literary device called symbolism.