I'm afraid that coating or varnish type decking stains such as the Cuprinol one and penetrative decking oils are not compatible with each other. Many decking stains are surface sealers that dry on top of the wood, giving colour and protection. Deckiing oils are penetrating products that are designed to soak into the the surface of the wood to colour and protect the wood from within.
They are both protective treatments in their own right. So you would need to use one or the other. We often recommend an oiled finish for decking over surface sealers as oils are easier to apply, maintain and repair over time. With any and nearly all decking finishes, good maintenance is the only way to upkeep the protection and a top up annually or bi annually will prevent more work in the long run. We have some great blog posts all about how to best look after your decking which can be found at the bottom of this page.