Collage Maker can export its own projects (.clgx) to JPEG or PNG formats simply by using the "Save as Graphics" function. You can simply rename the suffix from jpg to jpeg should you need it, as it's two different extensions used for same format. It is unlikely that you can achieve any kind of clgx conversion or export without Collage Maker.
Other than that, no clgx to jpeg conversion seems to exist or be possible without Collage Maker.Open CLGX file Open JPEG file
A graphics editor for making collages