Since Oriental rugs can be very fragile, you may have to use extra care when vacuuming them.
Still, to keep them in peak condition, they should be cleaned often. If you're using an upright vacuum cleaner, it's best to turn off the agitator brush (if possible). When approaching the fringe, tip up the front slightly and push it completely off the carpet. This cleans the fringe without catching it in the rotating agitator brush.
With a canister vacuum, use the bare floor brush for gentler cleaning of the carpet, and use an upholstery attachment for the fringe.
Also, don't forget to periodically turn the rug over so you can vacuum its underside.