Marcone was drawn into the supernatural world over time.
He saw some of it in the military and then goes home to the Chicago Mob. After rising to power, he begins to encounter Dresden. I'm sure he was skeptical at first, but Dresden keeps saying that he's a wizard, weird shit keeps happening and being strung up for a werewolf to kill, kinda puts it into his face.
He's got to get some kind of protection at least and better still, his own magical employees he can trust but Dresden is not willing to become an ally and he'd be negotiating from weakness against everyone else he's encountered. And he has that injured little girl constantly in his thoughts.
So he goes after the Shroud, and that leads to his Nic and company coming to town. After that he searches around and learns about Monoc. I'm sure he does quite a bit of research and then decides to hire them. They're mercenaries and not his own people but that's had some good and bad to it and it's what he can get.
Then we get SF and what happens then. I think that's when he joined the Accords. Now he has solid contacts in the supernatural world and an ace in the hole. Even then, he doesn't overreach, just expands and strengthens his power on his home turf and fortifies his position. It's a slow build-up but he's just doing the things a confident and smart mob boss does.