How to open MSG file extension in Outlook? To complete the conversion procedure of multiple MSG file into PST you are in need to use the MSG to PST Converter. Software perfectly open MSG file extension in Outlook with all version of Windows OS such as Windows 10, 8.1, 8, 7, XP, Vista and so on. If you want to open MSG file extension in Outlook without any change in the structure of files, then you can follow the user friendly step of this exporter.