There is a way how to make from a bitmap picture (like the .jpg file) a vector based embroidery design format (like the Brother .pes files). Such jpg to pec conversion can be done using special, dedicated "digitaliizer", a software that takes a bitmap picture and processes it to vector based design. One of such programs is the powerful Janome Digitalizer Pro.
Open JPG file Open PEC fileAn embroidery designs manager
An embroidery design tool from Janome
An easy embroidery and apparel decoration design software