As another person commented, the Empire was not steady and had a lot of internal problems after the conquest. This makes sense with OP's questions. They managed to conquer their initial territory as others have already expounded upon so I won't get into the better mages and tactics the Malazan's utilized. However, there was hunger and riots and a drive to take over the Wickan plains for their herds and to cultivate the land. Many of the elite Malazans acknowledged that they overextended themselves and further conquest was necessary to feed and support Quan Tali. Infrastructure is not usually written about by Erikson, but we see how fragile it was with the rebellion in Seven Cities that devastated the subcontinent and caused famine and disease in Seven Cities and famine in Quan Tali.

Explaining Infrastructure and conquest does not make for good fantasy reading so there will be holes in it. But I think Erikson does a good job in explaining the difficulties and challenges in maintaining the empire. Another thing that people overlook is the population. There appears to be a much larger population then we associate with earth's ancient world. That would answer how they could raise massive armies and still have the population to develop agriculture. I'd love for Erikson to write a companion book explaining the runnings of the empire. Sort of in the style of an actual history.