You can't put your Southwest Trains ticket on your oystercard (yet). The card readers are going to be installed at all of the stations within zones 1-6 within the next few years, so that you can use pay-as-you-go on the mainline trains too. You can't use oystercards at my nearset station (West Ealing) either, and its such a pain having to queue up for tickets! As Woking is outside the zones system you'll have to wait even longer, but apparently there are plans to have an integrated smart-ticketing system nationwide, so it might eventually happen!