Many modern graphics editors and dedicated converters for Windows support conversion (or File ► Save as..) of EMZ format (Compressed Enhanced Metafile) to JPEG format (.jpg, .jpeg, .jpe). Some software might list only EMF format as supported however, but EMZ format is nothing but ZIP compressed EMF format, so any emf to jpg converter should work well.
For the macOS (OS X) and Linux users the options for emz to jpe 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 graphics and can export the picture (probably as object) 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.