との combines the functions of the particles と and の. In your example, the first と is different from the second と. But in both cases, の is used to modify the following noun.
Here, と means "with".
留学生数人と = with some exchange students
留学生数人との交流会 = a meeting/gathering with some exchange students
The second と is the quoting particle. It indicates the contents of the 連絡.
留学生数人との交流会があるとの連絡 = a message saying that "留学生数人との交流会がある"
So putting everything together, we have:
自治会から、留学生数人との交流会があるとの連絡を受け = I received a message from the neighborhood council saying that there would be a meeting/gathering with some exchange students
行ってみた = so I went to check it out.