Some embroidery programs posses digitizing function and allow users to transform simple pictures to embroidery design, but unfortunately not every such tool may support every format. You can achieve jpg to vp3 conversion, i.e. creation Husqvarna / Viking / Pfaff format (.vp3 files) from JPEG sources is possible with BuzzWord for example.
If you do not have access to a tool that can directly perform this conversion you need to use some alternative approach. In this case you will need to do a two step conversion. You first need to digitize JPG to some more common format like JEF using jpg to jef converters (plenty of them available) and then perform another conversion from jef to vp3.Open JPG file Open VP3 file
An embroidery designs manager