You can make DjVu publications from all kind of graphic sources, including JPEG format (.jpg, .jpeg). Special apps like DjVu Solo can be used for this purpose and allow jpeg to djv conversion, but you can probably find several alternatives for this program as well.
Convert JPEG bitmap image format to DjVu image.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert jpeg to djv on Windows
A program for making DJVU images
Convert from jpeg 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.