You don't need to lube the cogs or the chainrings, the chain will lube them. But its good to dribble some oil into the inner workings of the cassette from time to time.
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Il faut de l'audace, encore de l'audace, toujours de l'audace
1980 3Rensho-- 1975 Raleigh Sprite 3spd
1990s Raleigh M20 MTB--2007 Windsor Hour (track)
1988 Ducati 750 F1