If Outlook is not installed, the normal manual options become very limited because MSG files are mainly linked with Outlook. For one or two emails, you may try opening them on a system where Outlook is available and then print or save them as PDF, but that is not practical for batch work.
For bulk conversion, you can try Datavare MSG to PDF Converter Expert as a standalone option. It can convert single or multiple MSG files to PDF without installing MS Outlook. You can add MSG files through file or folder mode, choose the needed files and save the PDF output to a local folder. It also keeps common email parts like body text, date, time, hyperlinks and attachments.
One safety tip
Keep a copy of the original MSG folder before conversion, then check a few PDF files after export to confirm everything looks correct.