I haven't been able to complete the oxygen task because I can't figure out what vents are supposed to be connected to. Do they go on the walls? Floor? Do they need to connect outside somehow?

I think my walls also were never completed and I'm not entirely sure why. I may have run out of the proper resources? Maybe I just made my station too big for what I have at the start. Also took me a while to realize I need to assign people to do that...

Could just be because it's early in development, but it doesn't seem very new-player-friendly.

It's because it's early in development. There's no doubt the missions aren't that intuitive yet. In fact, we already have plans for a better mission system that may be more visual.

Until then if you still wish to know, I can tell you the vents should go inside a room on the floor, with pipes under it going to an oxygen generator.

You can also see an example of how it's laid out if you access the DevStation from the menu, which also contains everything else that's currently available in the game.