Becoming a licensed Security Guard in Mississippi is different then most states. The difference is that there is no state wide Security Guard license department.
To become licensed as a Security Guard in Mississippi you will apply via your city:
However, even your MS jurisdiction might not have security licensing requirements.
So, to begin your journey as a Security Guard in Mississippi, you should first contact your jurisdiction's City Clerk. Most MS jurisdictions will have similar processes on obtaining security licensing, if they have any requirements at all.