Both .pmf and .jpw files come from ESRI ArcGIS software, but it doesn't seem that any kind of pmf to jpw conversion is possible. JPW files are generated from JPEG maps and PMF files are based on MXD documents, so a direct conversion does not seem very likely.
Unfortunately, we have not found any particular mentions about such conversion or export on the internet, so if you need something specific or face some other issues with such exports, it would be best to contact ESRI/ArcGIS support or some online community.