Chicago Zouaves.- This company gave an exhibition drill in Chicago on the 21st inst., in the presence of a large concourse of citizens. They were frequently and rapturously applauded, and on the conclusion of the drill the audience arose and gave three cheers for the United States Zouaves. The Zouaves returned the compliment with their “ti-gaar” and their “hi! hi! hi!” salutations. Col. Eilsworth, their commander, has resigned, and has commenced the study of law with “Old Uncle Abe.”