Paint.NET graphics editor uses its own, special .pdn files to save edited images instead some of the common formats, so it can save its special formatting and other features that can be applied to graphics files. Most users however, prefer to save images to some common format like JPEG (.jpg, .jpeg), or PNG (.png), which makes them look for pdn to jpg conversion for example.
As far as we know, .pdn images can only be worked upon in the original tool, so you will have to download it (it's free) and save it to something else. But perhaps other programs introduced support for this particular graphics format as well.
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