Hair in its natural state contains oils.

Literal

Natural state [possessive-の] hair [to-には], oil [subject-が] is-contained.

自然な状態 (natural state) uses the na-adjective 自然な. 含まれています is the passive of 含む (contain) + ongoing state: 'is contained in.' 油分 (oil content) is a compound noun. A factual, science-communication sentence about hair care.