They would need to ask the FBI, not the Marshals.
It sounds like he was arrested in Henderson (a suburb of Vegas), kept overnight in that city's detention facility, then brought to the Las Vegas FBI field office today. He will probably see a judge for a detention hearing today or tomorrow, and if he is not granted bail will then be put in jail at the Clark County Detention Center in downtown Las Vegas, at which time he will be in the custody of US Marshals.