Maybe, but I would think that if Castro received a tip that the exiles were going to kill JFK that he would have revealed that. Certainly after the assassination if not before.
After all, Castro claimed that "rightist elements" killed JFK. I'm sure he would have accused the exiles of doing if if he had evidence.
I think most people, including Castro, consider Cuban Exiles "rightwing elements". They're generally the most rightwing group among Latino Americans.
I'm not totally convinced by the claims that Castro personally had foreknowledge of JFK's assassination (based on his first speculative comments about the Kennedy assassination he seemed as confused by the events as anyone else) but it seems plausible that Cuban Intelligence agents were in contact with Oswald.
But given how much Cuban Intel knew about Cuban Exile groups in the US, it seems more plausible that any alleged tips in advance about the Kennedy assassination could've came via other sources.