Now that I am clear on the subject let me add the following:
It is not advisable to lube the cogs themselves. In fact it is advisable to keep the cogs as clean as possible. The reason is that a cog with lube on it will attract dirt. The dirt will become lodged between the chain roller and cog tooth while the chain is under load. This makes a very effective grinder. Over time (shorter than you may think) the loaded face of the cog will become misshapen from wear. It is for this same reason it is advisable to wipe the outer surface of the chain thoroughly after lubrication.
Enjoy