Sin in the Second City isn't just about the establishment of the Everleigh Club, although there is a lot of that in it. The book follows the Everleigh sisters through to the elimination of prostitution in Chicago during the early 20th century. Until then it had been allowed to exist, even though it was illegal, by segregating it to a different part of the city and turning a blind eye to what was going on there. The Everleigh sisters made their fortunes on that policy.
Just as the Everleigh sisters had reinvented themselves in order to make their histories more alluring as madams of Chicago's most elite whorehouse, after they were driven out of business they reinvented themselves again to hide their involvement.
An interesting bit of trivia: The Everleigh Club (pronounced ever-lay) is supposedly where the term "get laid" came from. No matter how they tried to reinvent themselves to fit into polite society in later years, the Everleigh sisters had a lasting impact on American society!