Each state has its own detailed and onerous gaming regulations. You would need to get an advisor familiar with the particular state you are interested in.
Casino and gaming is a highly regulated business by each state that grants licenses. Getting licenses take many years and they are difficult to obtain in many states, particularly Nevada and New Jersey. The first step is to determine where you would want to operate and then talk to a law firm that does gaming licensing to advise you on the process, timing and challenges. Each state has its own requirements.