I know it sounds kind of weird, but when you start delving into the many "alternative" ways in which you can better your pet, you find some interesting stuff! This is something I only more recently, a few months ago, read about. Aromatherapy is defined as "the skilled and controlled use of essential oils for physical and emotional health and well-being." I haven't had an incredibly easy time finding a lot of specific information. What I have found is that yes essential oils can help your pet depending on the problem. And yes, you should consult a holistic veterinarian before embarking on this because essential oils are highly concentrated and can be highly irritating/toxic if not handled and prepared properly.
When I think of aromatherapy involving dogs, I usually envision the scent of lavendar to help soothe a worried dog. There are various mists that you can use to help soothe emotional distress or physical distress. But you should definitely consult a professional before attempting just to make sure that you don't do more harm than good.
As I said before, there's not a ton of information out there, but I was able to dig up some web sites on the topic that I thought were pretty interesting: