You can give olive oil for the skin, but fish oil works better. Let me know the weight of your dog and I can give you the correct dose.
I will be away from my computer for a few hours. I can provide you with some remedies for itching skin if you would like. Just let me know.
I re-read your post and saw that your dog is 35 pounds.
For fish oil (supplement available at any pharmacy) give your dog 2 capsules per day. You can hide them in food or pop them open, as most dogs like the taste. They are either 1200 or 1000mg...either one works.
Omega 3 fish oil can reduce inflammation of the skin but studies show the effects are not usually seen for 4-6 weeks. So keep it up for a while.
If your pup is still itching, seek advice from your vet to pinpoint allergies that may be causing the trouble.