There are two sorts of marble in the game: marble (http://take.ms/G0rqO) and cut marble (http://take.ms/LmaBL).
In order to get marble you should build Marble Pit and to get cut marble you need Marble Processing Mill. You can find these buildings in the third tab of the Store window (click the icon with a mallet in the lower part of the screen to open it). Note that Marble Processing Mill will be available to you only after completing the relative quest on the Mystery Shore Island.
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