DEMOCRATIC STATE CONVENTION AT HARRISBURG. – The Democrats of Pennsylvania held a Convention on Wednesday, partly to nominate candidates for Auditor-General and Surveyor-General, but chiefly to “support the Administration.” Both objects were accomplished. RICHARDSON L. WRIGHT, of Philadelphia, was named for Auditor; and JOHN ROWE, of Franklin, for Surveyor. When this was done then came the heavy work. Though the body was not entirely harmonious, a string of resolutions were put through without much difficulty. BUCHANAN was indorsed, Cuba coveted, Paraguay ‘defended,” a Pacific railway “commended,” incidental protection for iron and coal “advocated,” and lastly (don’t laugh) “unnecessary expenditure” denounced. One of the resolutions throws out, as a precious piece of bunkum, the idea of a State Sub-Treasury. Of course nothing of the kind is meant. It is some time since President VAN BUREN established a Sub-Treasury for the General Government. And we have yet to see the first Democratic State follow the example. We enjoy a serene conviction that the “coal and iron” Commonwealth is not destined to break the ice.