Dozens of various ART graphics formats exist, so it is likely that at least some of the jpeg to art conversion is possible. Unfortunately, we do not know about any particular conversion and as such have no specific information.
Generally speaking, simple pictures can be converted using a dedicated graphics software. As for embroidery designs, you will need a specialized software for this, preferably one with good digitizing function, which allows to turn raster/vector data to embroidery designsOpen JPEG file Open ART file
An embroidery software by BERNINA
An online graphics converter and resizer