An Arkansas contractor taking work in Mississippi deals with the same four questions everywhere: who licenses the trade, when a licence is actually required, when workers compensation kicks in, and where the business registers. Below is Mississippi's answer to each, with the agency's own link.
Licensing
Mississippi State Board of Contractors (MSBOC)
Commercial license required for jobs over $50,000 (including subcontractors and equipment installation); residential license for new construction over $50,000; residential remodeling, additions, or roofing over $10,000. Roofers are state-licensed.
Workers compensation
Mississippi Workers' Compensation Commission
Employers with five or more regularly employed workers must carry coverage; employers with fewer than five may cover voluntarily.
Business registration
Mississippi Secretary of State, Business Services Division
https://corp.sos.ms.gov/corp/portal/c/page/login/portal.aspx
New hire reporting
We could not confirm a new hire reporting site.
Most states require newly hired employees to be reported within a short window of their start date.