MSG Viewer for Outlook is designed to be completely seamless. Therefore, the only time you need to launch the application directly is to customize preferences.
Once MSG Viewer for Outlook is properly installed in the Applications folder, simply double-click on any MSG file of your choosing (or, right-click and choose Open With → MSG Viewer for Outlook ). MSG Viewer for Outlook will quietly launch in the background, convert your MSG or Winmail.dat file, and then display the converted file in your favorite Mac email client.
If you'd like to export your emails in PDF format, please see this FAQ article.
If you're curious why MSG Viewer for Outlook requires an external email client, please see this FAQ article.