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Mineral resource extraction - see under Petroleum

They got them from oil wells near the surface. Herodotus describes oil pits near Babylon, for instance, where they dug for oil much like you'd dig for water.

More specifically for the Middle Ages, Marco Polo -for instance- describes oil springs in Baku (Azerbaijan):

bordering upon Armenia, to the south west, are the districts of Mosul and Maredin, which shall be described hereafter, and many others too numerous to parti cularize. To the north lies Zorzania, near the confines of which there is a fountain of oil which discharges so great a quantity as to furnish loading for many camels. 2 The use made of it is not for the purpose of food, but as an unguent for the cure of cutaneous distempers in men and cattle, as well as other com plaints ; and it is also good for burning. In the neighbouring country no other is used in their lamps, and people come from distant parts to procure it.

(Travels of Marco Polo, chapter IV)

I think that medival warfare did not use the petroleum (rock oil) with which we are familiar with today, but instead used various vegetable and animal-derived oils or fats. Honestly, for a pot of "boiling oil" you could use linseed oil or even butter or lard, both of which were widely available in medieval Europe. I think that if a siege got to the point where you have to repel attackers from the walls, you might be willing to sacrifice your cooking oils for the chance not to die.