1) I have a licence key for DLP 11.6 & I am searching source to download upgraded version from fileconnect but it shows only older versions like Symantec_DLP_11.1.2_ReleaseUpdate_Win-IN.zip so from where can i download the New version i.e 12.0/12.5 or why it is not showing on fileconnect?
Upgrading to latest version of Symantec Data Loss Prevention from a previous version
http://www.symantec.com/business/support/index?page=content&id=TECH196678
2) Do i need to upgrade oracle also? my current oracle version is 11.2.0.1
Yes you need to upgrade your Database DLP 12.x requires oracle 11.2.0.3.
See thread -> https://www-secure.symantec.com/connect/forums/upgrade-path-dlp-1201
3) Please provide me upgrade document (from 11.6 to 12.0/12.5).
Upgrade Guide available file connect.
4) what about DLP Agents, will it automatically upgrade if not then how to upgrade agents?
No It will not upgrade automatically,You need to upgrade client Via altiris or GPO.
See below thread
https://www-secure.symantec.com/connect/forums/how-upgrade-symantec-dlp-clients-dlp-manager-server
Upgrade DLP into the Latest Version - Graphical Steps
https://www-secure.symantec.com/connect/articles/upgrade-dlp-latest-version-graphical-steps