It is not possible to create embroidery design (like .jef files for Janome machines) from a JPEG raster source with just a common graphics editor. For this you will need a special embroidery designer software with digitizing function, which allows for raster to vector data conversion and also generates data for stitches. This works best for simple geometric shapes, logos and similar graphics, but poorly with photographs.
Open JPG file Open JEF fileAn embroidery designs manager
An embroidery design tool from Janome
An embroidery digitizer
An easy embroidery and apparel decoration design software