Can Chaos War Mr. Sinister create a theme team of Marauders with his trait?

A theme team needs to exist before the game starts, so, does the game begin before or after you reveal your force?

That is not the most current text. From the Player's Guide:

Create New Marauders: When you build your force, friendly characters possess the Marauders keyword this game if they possess the Brotherhood of Mutants or X-Men keyword or team ability.

So, yes, this trait will let you construct themed teams with Brotherhood and X-Men characters.

Thank you. It seemed odd that they would word it differently than Zemo - who is in the same set.

At the time, you could have a themed team when you revealed a force.

Additionally, Zemo needed to have his trait kick in during force construction since it allowed the assignment of the Thunderbolts ATA. At the time, Sinister only cared about keywords for Themed Teams and activating his I Can Rebuild You Mutant special power... he had no reason to really care about force construction (at that time in the game rules).

Since then, the rules have changed slightly and his trait was brought into line to reflect that change.