The Mormons.— The St Louis Bulletin of Oct. 31, says:— By the steamer Astoria, we have a con-firmation of the report of the burning of Daviess Court House, Post Office, and a store, by the Mormons. It is stated that the Governor has or-dered out 4000 militia; and we understand that volunteer companies are rapidly being organised to march to the scene of action. The Mormons are said to receive daily accessions to their num-bers, by emigrants from Canada.