If the arrest was recent
Start with the county jail
In Mississippi, someone who was just arrested and not released is held in the COUNTY JAIL run by the county sheriff, not in a state prison, so the MDOC Inmate Search will not show a brand-new arrest.
Mississippi participates in the national VINE system through Mississippi SAVIN, which covers both county and state offenders and lets you search custody status and register for alerts (register at vinelink.com or call the Office of MS SAVIN at (601) 359-5759).
Some county sheriffs also post an online jail roster or 'most wanted' list.
For a very recent booking or bail details, call the county jail's booking or records line.
County jails are run by the sheriff in each Mississippi county; some post an online roster. Use the sheriff's roster or Mississippi SAVIN/VINE, and call the jail's booking/records line for recent bookings and bail amounts.