Welcome to the board
Whether you want to be an active or passive investor is an important decision. Also, a lot would depend on the amount of money you have and/or are willing to put at risk in entering the adult business.
If it's not a lot of money, then yes, the best thing to do is learn from the ground up so you'll be capable of running things based on your own intimate knowledge of how things really work.
On the other hand, if you have plenty of funds to work with, then you could, as Bill mentioned, take a more passive, investor-oriented approach with some existing adult companies. Or you could buy some existing web properties, operations, traffic sources, etc., and hire a first-rate manager to oversee the webmaster(s) needed to maintain your network of sites.
No, you don't ever want to use the services which offer to build your adult empire for you, or to get you up and running and making money quickly. That's just not going to happen.
Bottom line is that it will take several years of hard work to build something worthwhile for yourself, or if you can afford it, you could take over an existing operation and run it well yourself or hire those who can do that for you.
Finding the right web properties and other adult assets to buy--and those to avoid like the plague--and finding the right people to run things for you (and who to avoid like the aforementioned contagion), would have to be separate threads.
In the meantime, keep asking questions and take lots of notes.
.