Hi Martin,
I'm not aware of tutorials but MSMQ can be monitored with New Relic by using performance counters and as NServiceBus can expose performance counters to you can configure those too and see things like mentioned in the following article:
It was a bit of a hassle to setup when I did it but that was a long time ago.
I was able to set alerts for example when the total number of messages was bigger than a certain threshold and also early detect when a lot of errors occured in endpoints which helped to proactively resolve issues.
Does this help?
Regards,
Ramon