If you mean one of these lists then it is legal.
http://ratings.fide.com/download.phtml
It would be polite to state where you got the list but I don't think that's a requirement. They're just listings of factual data similar to sports teams rankings or the stock market index. Just remember that those lists are going to change all the time so they may be obsolete tomorrow.
If you are just going to put a link to one of the lists on your web site then you should definitely tell folks where that link is going to take them.
Hello everyone. I'm wondering is it legal to download rating list from FIDE which they are offering to download and use it on your web site?