I lost my iPhone; how can I see my messages?
Yes, you can do this (assuming your talking about your iMessages).

Messages app

On your MacBook Pro:


Launch the Messages app
Assuming you haven't already signed in previously, then sign in with the same Apple ID you use for your messages on your iPhone


That's all you need to do. Now you can receive and send messages from your MBP.

Note: - You'll only get the messages that come through since you've set this up on your MBP. In other words, if you have 5yrs of message history on your iPhone, then you won't get all that history via this process.

Photos 

If your iPhone was set up to upload photos to iCloud then you can also access these from your MBP.


Go to Apple > System Preferences
Click on the iCloud preference pane
Next to Photos click on the Options button
Now, depending on your situation, select either (or both) iCloud Photo Library and/or My Photo Stream
Click Done


Note: What you can access from your Mac will depend on how you had iCloud configured on your iPhone.

iCloud 

From iCloud preferences you can access other information as well.


Go to Apple > System Preferences
Click on the iCloud preference pane
Go through the various options to select what you want.


Note: What you can access from your Mac will depend on how you had iCloud configured on your iPhone.

Further info

The following resources will be of help:


iCloud Photo Library
Use messages with your Mac
Set up iCloud on all your devices
Find My iPhone: Use Lost Mode