You will get multiple solutions to convert MSG files to PST format first we will discuss the Manual process.
Steps of the manual method to convert MSG to PST format.

• Launch Microsoft Outlook.
• Select the "New Folder" option to establish a new folder.
• To access the MSG files, navigate to their location.
• Navigate to the folder that contains MSG files and drag and drop them all into the newly created subdirectory.
• The process of converting MSG files into PST files is as follows.

The manual method is good for a single file conversion if you need to convert MSG file into PST format in bulk then you can use a third-party solution like DailySoft MSG to PST Converter Tool it has a simple GUI that makes it easy to process for all users who can easily bulk convert MSG files into PST format without installing MS Outlook. If you want to learn more features of this software offer a demo version for all users to convert a few MSG files to PST format for free without error.