In order to convert JPEG picture (.jpg, .jpeg) to a 3D model for printing, you would have to use a program capable of generating 3D meshes from pictures, which is what jpeg to stl conversion more or less represents, i.e creation of 3D model for 3d printing (stored in .stl file).
You can find plenty of tutorials all over internet for this procedure, even some informative "how to" YouTube videos do nicely explain how to convert pictures for 3D printing. In any case, you will need a software that basically can convert 2D image to 3D model.