Should be no more difficult than an install on a Gigabyte board. Look for a User Build for an MSI Z97 to see what
others have done with the install and how well it works with macOS.
Here's one of the better guides for the UEFI setup for an MSI Z97 board. Should help you figure most things out for yours.
https://www.tonymacx86.com/threads/...using-an-msi-z97-gaming-5-motherboard.201632/
The audio and LAN multibeast choices for yours will likely be different so be aware of that. It will probably be best to
let Multibeast install Clover for you rather than doing it manually. You can use the HD4600 graphics for the install.