The Marble Quarry is located north of the swamp. In order to obtain this, you must first rebuild the bridge or remove the blockage north of your Chapel/graveyard. If you do the swamp bridge, you have another blockage to remove; if you do north of the graveyard, proceed past the Zombie Tree and then turn west, where you'll find a puny bridge and a fishing spot. Crossing that, or removing the blockage, head to the far northwest and you'll find another house with a Stone Quarry, Marble Quarry, and a building station. The quarry needs additional items attached to it through crafting in order to have it accessible (where you will use Wooden Wedges to pull marble off afterwards).
Bring with you: 12 Flitch, 4 Simple iron parts, and 4 nails