You need to supply Mathematica with the structure of your variables:

 (* dimension of distribution *)
 n = 2;
 
 PDF[
 MultinormalDistribution[
 Array[Subscript[m, ##] &, n],
 Array[Subscript[S, Sequence @@ Sort@{##}] &, {n, n}]
 ],
 Array[Subscript[x, ##] &, n]
 ]

[![enter image description here][1]][1]
We use [`Array`](https://reference.wolfram.com/language/ref/Array.html) to construct variables of the form `Subscript[var,i,j,…]` (you can of course use any other form that is more convenient). Note that `S` is explicitly made symmetric by sorting the indices. The code works without this, but this way there are no "fake" parameters.


 [1]: https://i.sstatic.net/K7H3u.png