Yes, MSG files can be converted to PDF even when Outlook is not installed. The main thing is to avoid methods that depend on Outlook print settings, because they will not work on a system where Outlook is missing.
Keep your MSG files in one folder first. Also make one backup copy, especially if these emails contain client records, invoices, HR messages or office communication. I would not upload such MSG files to random online converters, because emails may include attachments, addresses, dates and private business details.
You can try this trusted offline tool, WholeClear MSG to PDF Converter. It works on Windows and converts MSG emails to PDF without Outlook or Acrobat installation. Since the files are processed on your own system, you do not need to send private email data to an online website. It also keeps the message body, subject, sender details, date, formatting and attachments. The attachments are saved in a separate folder, which helps when you need to check records later.
Use the free demo on 10 MSG files first. Check the PDF output and attachment folder, then convert the full email folder.