Yes, there are Mountain Lions in Georgia, not many but enough so that you will continue to hear of folks sighting one on occaision. The wildlife biologists at the DNR will tell you that those that are seen are not native and not plentiful enough to be considered a breeding stock.
Most often, they will tell you that those confirmed sightings are likely to have been animals that have escaped from or turned loose by, private owners. About 3 years ago a farmer in Lumpkin county had a heifer killed by a Mountain Lion and this was confirmed by the DNR. I have seen the pictures and plaster casts taken of the tracks available at the scene which left little doubt that it was a cat and not dog damage. A neighbor, a DNR Wildlife Technician, has helped capture one in South Georgia a number of years ago that had strayed into Georgia from Florida where they had/have been trying to re-establish a breeding population for some time. That particular cat was eventually killed due to his refusing to "Play by the rules" and insisting on venturing off the reserve instead of doing what the Florida folks wanted him to do.