eDiscovery - non 365 data - MSG files

Hi There,

As part of eDiscovery, how can i import 20k MSG files? i see this link but not sure if by non 365 data, MSG files are part of the scope of this documentation.

https://docs.microsoft.com/en-us/microsoft-365/compliance/import-non-office-365-data-into-advanced-ediscovery

Thanks