FanDuel Sportsbook is available online in a growing number of states, including Illinois, Colorado, Virginia, Pennsylvania, Indiana, West Virginia, Iowa, New Jersey, Tennessee and Michigan.
They're a half hour closer to West Virginia which offers casino gambling including sports betting at Hollywood Casino at Charles Town Races (2 hours and 40 minutes from Columbus). There are several other properties a similar distance from Columbus that are in the process of adding sports betting.
Recently, legislations was introduced to regulate and keep safe daily fantasy sport websites. These are designed to permit use of sites like FanDuel and DraftKings for all Ohioans so yes, playing Daily Fantasy Sports is legal in the state of Ohio as of this writing.