If the folder contains a lot of MSG emails, I wouldn't even think about opening them one by one. I had a similar archive with hundreds of emails and the manual way was taking longer than the actual work.
A simpler option is to keep the emails as they are and extract only the attachments. This offline tool,
Softaken MSG Attachment Extractor is worth looking at if your only goal is to collect attachments from a complete MSG folder without installing Outlook. The attachments are saved separately, so you can start working with the documents right away, while the original MSG files remain untouched.
One tip is to run a small sample first instead of processing the whole folder. It makes it easy to confirm that the required files are being picked up correctly. If everything looks good, then continue with the remaining MSG files. The free demo is enough to do that initial check.
