Actually, once he is booked into jail, he will be the responsibility of the US Marshals. It's very odd that if he were arrested yesterday, that he would still be in custody at the FBI office. The FBI itself does not have detention facilities...they have holding cells that are supposed to be used for a few hours during processing and interrogation.
It sounds like he was arrested in Henderson (a suburb of Vegas), kept overnight in that city's detention facility, then brought to the Las Vegas FBI field office today. He will probably see a judge for a detention hearing today or tomorrow, and if he is not granted bail will then be put in jail at the Clark County Detention Center in downtown Las Vegas, at which time he will be in the custody of US Marshals.