The indictment of Lee Harvey Oswald was for the murder of John F. Kennedy.
There was no Federal law regrading murdering the President of the United States.
The trial would have to be in Texas.
True, but there was (and is) a Federal law against murder. Here:
https://www.law.cornell.edu/uscode/text/18/1111The question would be who had jurisdiction to prosecute Oswald. Since it was on Texas property it was a state crime. Had Oswald shot JFK on federal property - say at the White House - he would have been prosecuted for murder by the federal government.
Bugliosi also pointed out that if there was evidence that he conspired to murder JFK then the Federal government - not just Texas - would have had jurisdiction to charge him with conspiracy to murder. So he could have been charged with conspiracy to murder by the state of Texas AND conspiracy to murder by the Federal government. The Supreme Court just ruled that is allowed because they are two separate sovereigns (thus, double jeopardy
does apply would not have applied if he was found innocent in Texas).