Generally speaking, the term "point of view" refers to the perspective from which a story is told. In examining a story's narration, readers can determine whether the point of view is first person, third person limited, or third person omniscient. (Much less common, second person point of view uses the pronoun "you" to directly address readers.)
As Oedipus Rex is a play, there is no narration/narrator, and therefore, no point of view.
For more information on this literary device, including a more in-depth examination of the different types of point of view, see the enotes link below.