A great number 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 may be converted using a dedicated graphics software, whilst embroideries in ART format (Benina) can be created with some picture digitizing software. This may however, require some middle step via conversion to some more common embroidery format, such as DST (Tajima) or PES (Brother) as these formats are generally preferred in digitizing software.