Except for old Micrografx software that could export its own .mgx drawings to other formats, the support for this conversion type is pretty limited. Nowadays your best bet is probably CorelDRAW, because Corel bought Micrografx few years back and perhaps still supports MGX format.
Convert Micrografx Designer drawing to JPEG bitmap image format.
We found one software available in the database for this conversion.
Microsoft Windows software - convert mgx to jpeg on Windows
A set of applications used by professional graphic designers
Convert from mgx file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.