That is not true when dealing with out of state witnesses. A State issued subpoena is only valid within the state. The State of Texas cannot compel someone living in Mississippi to appear in a Texas court as a witness.
There is a special procedure for compelling an out of state witness to appear in a criminal trial. Texas would issue what essentially amounts to a motion and it is directed to a district court in the county in Mississippi where you reside. A judge would have to review the motion and make certain findings (ex: necessary witness, not overly expensive or burdensome for you to travel there, etc..) The judge can deny the subpoena but it is granted then you will receive the order to appear in the Texas court issued under the authority of the state of MISSISSIPPI, not Texas.
So... what does your subpoena say? If it just says Texas you don't have to appear but should appear if they will pay your expenses, which they should. If it says Mississippi you can be held in contempt for not appearing and if they really wanted to, you could be taken into custody under a writ of attachment and brought to the court in Texas.
With all that said, you want to know what is REALLY going on here? They are not going to bother to get an out of state subpoena for a DWI and they are not going to expect you to appear without one. The truth is that the subpoena is a formality. You probably made some statements to the police or through a 911 call and the prosecutor would like to admit those in trial. This creates a confrontation problem because the defendant has a right to confront those who provide testimonial evidence against them. By issuing a subpoena to you it shows that they at least tried to get you to court. Depending on other factors, this could allow the court to rule that you are "unavailable" for trial, which could be one way that your statements could come in through a different witness or through a 911 call.