I used to gamble at work in my free time. I made sure that I'd be doing it when I had nothing to do and it didn't affect my efficiency at work in anyway. So, you could gamble at work but how moral the activity is a matter of discussion.
Now I don't gamble at work mostly because I'm shifted to a busier office and have no time to spare. Adding to that there's no more privacy like at my older office as four of us share the two computers at our desk.
you can do whatever you wanted as long as you are at break but once you sit on your chair then you are being paid already every single second so you have no right to play or gamble ,
this is the attitude a good employee must have and not an abuser , if you have nothing to do at work then be productive , find something that you will be useful.