Yes, you can find county records on microfilm at MDAH.Save yourself some disapointment by planing ahead for your visit. Go to http://zed.mdah.state.ms.us/http://zed.mdah.state.ms.us/
(Records will vary from county to county depending on how well they have been preserved and whether or not they have been microfilmed.)
Scroll down the screen til you see "County Records on Microfilm" From there, select your county of interest.Then select the type of records you wish to use for that county.You'll see the Vol, dates, etc. with the MDAH microfilm number. Microfilm is self-serve in the media room.
The microfilmed newspapers are a valuable resource. From the catalog click on "Newspaper Holdings by town or county."
Tax rolls for the counties are available on microfilm.These are helpful for placing a person in a certain place in time. Not every year is available, but will supplement the census records.
Many of these tax rolls have been placed on https://www.familysearch.org Select United States Records, then look at the Mississippi records that have been digitized.Don't try a name search -- they haven't been indexed!
MDAH has some digitized images on their web site, too. From the main catalog screen (over on the left side) under "Electronic Records" select "Online Records."They aren't indexed either, but neither are they in the Archives library.Educable Children lists and Confederate Pension Applications are available here, as well as many photographic collections.