Hi,
I'm Rodrigo and I'll help you.
To set msn.com as your homepage, select the three dots on the top right corner > Settings > Start, home, and new tabs > Scroll down > Home button > select the option with the field and insert msn.com on the field.
If you want msn.com to open when you start Edge, on the top of the page, select "Open these pages" and insert only msn.com as a option, if there are other options, select the three dots next to them > Delete.