A *.mso file can typically be found as e-mail attachment when the sender of the e-mail used MS Word or other programs as default text editor for MS Outlook.
These *.mso files cannot be converted to anything, they actually cannot be even opened at all. They are only visible because the receiver of the message does not use Microsoft Outlook and contain special formatting for the actual message. This whole function is used so the recipient sees the document / message exactly the same as the sender. So your best option here is to contact the sender to send you PDF directly.
Another type of *.mso files are older MS organization charts, which may be imported to Microsoft Word and used in a new or already existing document (*.doc, *.docx).