An Arkansas contractor taking work in Montana 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 Montana's answer to each, with the agency's own link.
Licensing
Montana Department of Labor & Industry, Employment Standards Division
Registration, not a license: construction contractors with employees (plus corporations and manager-managed LLCs) register with DLI's Employment Standards Division; self-employed contractors without employees instead obtain an Independent Contractor Exemption Certificate (ICEC) or carry workers' comp coverage.
https://erd.dli.mt.gov/work-comp-regulations/montana-contractor/
Workers compensation
Montana Department of Labor & Industry, Employment Standards Division
Workers' Compensation Act, with limited exceptions, requires employers to cover full-time, part-time, seasonal, and occasional workers (MCA 39-71); not monopolistic, private carriers and self-insurance allowed.
Tax registration
Montana Department of Revenue
Montana does not have a general sales tax; register and file state taxes through the TransAction Portal (TAP).
New hire reporting
Most states require newly hired employees to be reported within a short window of their start date.
Missouri · All fifty states · Nebraska
Starting or running the business itself is covered in the contractor business guide. Arkansas licence records for Benton and Washington counties are in the contractor directory.