Yes, but I would not depend on the manual way if there are many MSG files. Once you have mixed invoices, Excel sheets, Word files, logos, ZIP files and random images in a folder, sorting everything after extraction is another headache.
A cleaner way is to extract the attachments first and then keep only the file types you need, like PDF, XLS, DOC, ZIP or images. This trusted tool, Softaken MSG Attachment Extractor is worth checking when you need to pull attachments from Outlook MSG files without opening each email. It saves the attachments separately, so filtering the useful files becomes much easier than dealing with every MSG file one by one.
One thing I would do is test a small folder first and check whether the needed file types are coming out properly. The free demo is good enough for that first check before using it on a bigger MSG folder.
