Some embroidery programs posses digitizing function and allow users to transform simple pictures to embroidery design, but not every such tool may support every format. We know that JPEG image (.jpg) to Husqvarna / Viking / Pfaff format (.vp3) is possible with BuzzWord for example.
If you do not have access to a tool that can directly perform this conversion you need to use some alternative approach. In this case you will need to do a two step conversion. You first need to digitize JPG to some more common format like JEF using JPG to JEF converters (plenty of them available) and then perform another conversion from JEF to VP3.