pilotsaab,
MSA stands for Minimum *Sector* Altitude, and is the minimum altitude in the sector (a portion of a circle defined by radials from the runway location and a largish radius, shaped like a pie slice; the radials are displayed on the plate) which keeps you appropriately above any terrain within that "slice of the pie". When you are landing, then you are following specific routes (lines whose locations are defined by navaids) which have been specifically surveyed for obstacle clearance.
The airport in a long valley is a typical example. Innsbrück and Cali come to mind. Lowish runway compared with what is in the area, lots of clear space straight in on each end, but high mountains to either side. So, high MSA. An American Airlines flight fell foul of "busting sector altitude" in 1995 on approach to Cali by following what they thought was an ATC clearance (they had misunderstood, and were not corrected on readback). There were of course other factors involved as well.
I take it you are not instrument-rated. It is worth getting copies of training material (textbooks, training publications by the relevant regulator) as reference. However, it won't give you any idea of *how* approaches are designed. For that, you have to go to the relevant technical documentation, which is increasingly to be found on the WWW. Try Googling "TERPS". It will give you US FAA TERPS pages, and especially Wally's TERPS page, which is a mine of useful information.
PBL