Is it possible to send a message from SAP to MSMQ ?
Certainly it's "possible" - the question is, how far are you willing to go? If executing some custom program either on the SAP systems or some gateway system is an option, you could probably write some small connector application that parses either a command line or an input file, connects to the queue and sends the message. If spawning a process repeatedly is not an option, take a look at the RFC SDK and the documentation - it should not be too that hard to write a background process that waits for incoming calls and forwards them to the MSMQ.
Other alternatives would be
- BizTalk Server
- Self-written Web service
I do not have details about BizTalk; the second options seems quite straight-forward to implement. If you need certain guarantees (e.g. exactly once delivery) about the message delivery then you probably need to use the RFC SDK and create an RFC Server. I never tried this so I cannot offer you more details... but maybe it helps you anyway.