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To use a python module in an automation script/integration the module must be installed in the docker container that the automation script/integration is configured to use. Palo Alto Networks provides many prebuilt containers that are available for use. You can see all of the containers here and you can view the docker files that generate those containers here.

Looking through the available containers I do not see one with msal installed. This means you would have to use the /docker_image_create command in XSOAR to create a custom container to use for your automation script/integration. You could run something similar to the following command to create a new container with msal available in it:

/docker_image_create msal dependencies=msal

After the image is created you can configure the 'Docker Image Name' setting in your automation script/integration to msal:latest.