To be honest I am also familiar gambling licence when it's going to operate by crypto-currency. Since crypto-currency itself is anonymous and decentralized then why should be there centralized licence. And that licence for what actually. If someone wonder to accept fiat then its appropriate get a license from local government. Because government could prevent accepting fiat or they might make trouble.

However, we are not familiar with your jurisdiction from where are you like to operate your gambling site. As Darkstar said, you should contact a lawyer, so that he could help you about all the legal documents.