Right-click any file with an . msg file name extension, point to Open with and then click Choose default program. In the Open with dialog box, select Always use the selected program to open this kind of file. Then, select Outlook (desktop) and then click OK.
How to Import MSG Files to Outlook PST?
Open Outlook in your system and create a new folder and named it.
After that, choose desired MSG files which are required for import.
Now, perform drag and drop operation to move the MSG files.
All your MSG files will get saved in Outlook PST format.