Well, no, not really. As far as I understand it, the two Cubans visiting Odio commented to her that the man with them was prepared to kill the President, and had thought of doing it. This, though, is not a conspiracy. Look at your own cite:
So, you see, a conspiracy must involve agreeing to carry out a criminal act, rather than being aware that someone else is considering carrying out a criminal act, or even discussing carrying out a criminal act. All we know is that two Cubans believed that a man who may or may not have been Oswald was capable of, and interested in, killing the President. This is evidence neither of a conspiracy, nor very specifically of a conspiracy involving Oswald; we do not know for certain that the man in question was Oswald.
But the biggest problem is that it has nothing to do with the claim that:
This is a classic conspiracy theorist's fallacy: that evidence in favour of any conspiracy theory is therefore evidence in favour of any other conspiracy theory, whether related, unrelated or even contradictory. Odio's evidence, at best, indicates that two other people knew Oswald was contemplating killing the President, which could well make them accessories to the crime. It doesn't imply that they were part of any agreement to take a role in this crime, and therefore is not evidence of conspiracy; but, more obviously, it says nothing about who fired what shots from where.
So the most we can possibly read into the Odio incident is that two people who were, in a very minor way, accessories to the crime, may still have been at large afterwards. If you want to argue that specifically, then you have a case to argue, but that's as far as it'll take you.
Dave