Permitted under a SEGOB permit
Mexico works from the Ley Federal de Juegos y Sorteos and its 2004 regulation. Online play is offered under permits issued by the Secretaría de Gobernación (SEGOB), usually by a permit holder operating a licensed brand.
The practical check is whether the operator names its SEGOB permit number, and whether that permit actually covers online operation rather than only physical premises.
Sites without a permit are reachable and common. They are outside the framework, which matters most at the point where you try to withdraw.
What follows in practice
The licence is checkable. SEGOB publishes a register, so "licensed" is a claim you can confirm in about a minute rather than take on trust.
Unlicensed sites are still reachable. They sit outside the framework, and the difference shows up at withdrawal rather than at deposit.
Tax and reporting are your responsibility. This site does not advise on either.
How to check an operator yourself
Whatever the position above, the check is the same and takes about a minute.
Find the licence number on the operator’s site — usually in the footer, often as small text next to a badge. Then look that number up on the regulator’s own register rather than trusting the badge, which is only an image and can say anything. If the number is absent, or present but does not resolve, treat the claim as unmade.
The second check costs a little money and is worth more than the first: deposit a small amount, play briefly, and request a withdrawal. What you learn is not the speed but whether the process works at all, what verification gets demanded and how support behaves when money is leaving rather than arriving.