Marshalling Grounds is a diversion that Satan uses to arm his soldiers and get them around Hell. You need to convert all of the control stones, which will make it so you can use them as teleports. Each Marshalling Ground has two to four of these control stones and all you have to do is walk up to one and hold the button that's shown to fill a meter.
Fill up the meter and that control stone will be converted. Once you get them all, an Archduke will appear at the very bottom and you'll need to kill it. With the Archduke defeated, walk where it spawned and you'll take control of the Marshalling Ground. When you have two or more under your control, you will be able to teleport between them.
Note that once you get all five Marshalling Grounds under your control, go to teleport and you'll see a new spot open up in the center of the map. Teleport to it and there will be an altar of sorts, with the Uriel's Edge weapon ready for the taking.