Got answer from winamax.fr...
Hello Aleksi,
Thanks for contacting us here at the Winamax support team.
You are permitted to play on Winamax from any location where the local law allows you to play on an online poker site licenced in France.
You should verify the local legislation before connecting to Winamax.
Should you have any further questions, please do not hesitate to contact us.
Regards,
Robert Backus
Winamax Support Team
Also someone asked same in 2+2 and got answer:
Hi there,
I don't really see what more I could say to be more explicit.
Our licence in France permits us to accept players from anywhere in the EU. However, there are certain countries which have similar laws to France which prevents players from those countries playing on our site.
We operate our site according to the rules set out by our regulator in France. While we do try our best to keep up with the laws in all other countries, it is also down to the players themselves to ensure that they are following the laws of their country of residence.
So as I said in my previous reply, if the law in Spain says that you may not play on a site that does not have a Spanish licence, then you should not play on Winamax.
I hope this is clear enough for you
Basically I would understand this the way that you can play, but it's your own responsibility since Winamax.fr ins't paying any taxes to Spain.
But they will anyway accept sign-ups from Spain, so they don't lock your account if you play from Spain.