If its tumbled marble, then i always lay them on a white adhesive and clean excess adhesive that comes threw the joints as i go, when they are set i then give them a clean with a cleaner which helps to draw the dust out of the surface of the tiles, you will have to wait a few days after this for when they are properly dry (drying times vary due to the situation warmth etc) in the mean time you may have to protect the tiles from dirty shoes etc so they dont get stained, then i apply a sealer and then grout, once grout has set i then wash down with a cleaner again to remove grout haze, then once they are totally dry i then give them another coat of sealer.
1 use a wet cutter
2 I prefer lithothin sealers and cleaners(but have used hg/fila etc depends wot is in stock near you)
3 i use white adhesive,helps stop staining in the laying process