Plenty of graphics converters and editors for Windows nowadays support conversion (or File ► Save as..) of EMZ format (Compressed Enhanced Metafile) to JPEG format (.jpg, .jpeg, .jpe). Some programs may list only EMF version as supported however, but EMZ format is nothing but ZIP compressed EMF format, so any emf to jpg converter may also work for you.
For the macOS (OS X) and Linux users the options for emz to jpeg conversion are somewhat limited, nevertheless you can find special utilities that should allow this conversion.
You can always download the multi-platform Inkscape vector graphics editor. It allows for import of EMZ/EMF and can export the data as objects to PNG format. Once you have the .png file, you can use any of the available png to jpg converters to get your JPEG pictures.