Yes it's supposed to use oil!
Check the Oil
By design, rotary engines consume small amounts of engine oil to lubricate internal engine components such as rotor tip seals. The amount of oil used depends upon how hard the engine is driven. Driving the car without enough oil can severely damage the engine.
Mazda recommends checking the oil at every second fuel fill. Before inspecting the oil level, warm up the engine to normal operating temperature. Stop the engine and allow the oil to settle for a minute. Remove the plastic engine cover and standing in front of the bonnet, the oil dipstick is located to the right side of the engine. Remove the dipstick and wipe with a cloth. Reinsert the dipstick and remove to check the level. If it is near or below 'Low', add enough oil into the oil filler (mounted centrally under the engine cover) to bring the level to 'Full'.
RM Note: The distance between 'Low' and 'Full' indicators on the dipstick is roughly 1.7 litres.
Add only 5W-30 oil or 10W-30 oil with the grades specified in the Owners' Manual. Mazda recommend you use original Mazda Dexelia oil. The special oil kit supplied originally with the car when it was new can be re-supplied by your Mazda dealer Part Number RX8C-OP-FFE.
The use of synthetic or semi-synthetic oil is not recommended. The use of these oils may result in excessive carbon build-up.
For added safety, an engine oil level warning light on the instrument panel will indicate low engine oil level. If the engine oil level warning light is illuminated, check, and if necessary, add oil immediately. The activation of the engine oil level warning light will automatically cut power to the engine, reducing the oil usage until supply can be replenished.
If you are unable to add engine oil straight away, do not drive at high speed and keep the engine revs low until you have the first opportunity to refill.