I'm not, but someone at the state archives should be able to answer questions about their holdings.

About a century ago the State of Mississippi cooperated with efforts by Southern states to assemble such records and make them available to the U.S. War Department. Data they provided now forms a substantial part of the compiled military service files produced by the National Archives. Copies of individual service files are available here.

Unless you only want a list of names from a particular roll (i.e., March/April 1862), there is no single source for company records.

What kind of information are you expecting?