CCX format originates from Corel PaintShop Pro and are some sort of exchange files. These are probably supported in other Corel producets but we have no information about any 3rd party software capable of working with them. Your best bet for exporting to JPG would be to try one of the Corel graphics programs.
Convert Corel compressed exchange clipart to JPEG bitmap image format.
We found 2 software records in the database related to .ccx to .jpg file format conversion.
Microsoft Windows software - convert ccx to jpg on Windows
A set of applications used by professional graphic designers
Convert from ccx file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned ccx to jpg. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
A professional photo editor and manager for Windows