Specialized programs called 'embroidery digitizers' can create embroidery format (for example generic .emb files), from a JPEG (.jpg, .jpeg) or any other picture source. One of such programs is for example the Wilcom DecoStudio that apparently has digitizing function.
Some viable alternative would be to use other programs and do a middle-step conversion. For example Janome Digitizer can create embroideries (.jef) from JPEG (.jpg), and these can then be converted to EMB format using one of the jef to emb converters.
Updated: February 20, 2017