The dioceses is in Helena now, I think. However, the Ursuline Center in Great Falls might (and this is very, very, very doubtful) have the old records. The Ursulines themselves left about 1951 to be replaced by Dominicans and later Presentation Sisters. I can't imagine they bothered much with records.
I do know that the motherhouse of the original Ursulines in Toledo, Ohio, kept letters written by the early Ursuline back home. Some of them are pretty hilarious. You might see if they have an records. I believe that congregation still exists, or did fairly recently.