Symbiotic radio (SR) is a promising solution to achieve high spectrum- and energy-efficiency due to its spectrum sharing and low-power consumption properties, in which the secondary system achieves data transmissions by backscattering the signal originating from the primary system. In this paper, we are interested in the pilot design and signal detection when the primary transmission adopts orthogonal frequency division multiplexing (OFDM). In particular, to preserve the channel orthogonality among the OFDM sub-carriers, each secondary symbol is designed to span an entire OFDM symbol. The comb-type pilot structure is employed by the primary transmission, while the preamble pilot structure is used by the secondary transmission. With the designed pilot structures, the primary signal can be detected via the conventional methods by treating the secondary signal as a part of the composite channel, i.e., the effective channel of the primary transmission. Furthermore, the secondary signal can be extracted from the estimated composite channel with the help of the detected primary signal. The bit error rate (BER) performance with both perfect and estimated CSI, the diversity orders of the primary and secondary transmissions, and the sensitivity to symbol synchronization error are analyzed. Simulation results show that the performance of the primary transmission is enhanced thanks to the backscatter link established by the secondary transmission. More importantly, even without the direct link, the primary and secondary transmissions can be supported via only the backscatter link.