An oxygen concentrator may give off heat or slight warmth while it's running, especially if it's been running for several hours. This is normal, but it should never feel too hot to the touch. If it does, call your manufacturer, as this can become a hazard. Usually, a well-maintained oxygen concentrator won't get very hot.
If you have more questions on the amount of heat a specific machine will give off please call 877.774.9271 or refer to the owners manuals found here: Oxygen Concentrator Manuals.