It doesn't seem that any software that can be used to directly convert Design Web Format files (.dwfx) as .jpg images, with the exception of simple windows printscreen function. However, if you rename DWFX extension to ZIP, you can decompress the file and find a PNG preview image inside, which can be of course converted to JPG.
It is also likely that Autodesk software can open DWFX and export it as PDF, which can then be easily converted to JPG using any of the available pdf to jpg conversion options.Open DWFX file Open JPG file
A free AutoCAD publishing solution
A viewer of the Autodesk DWF and DWFX files