Microsoft Paint? I think so, but how do you do it using Paint?
In XP, after you open the file you select File/Save as… then click on the “Save as type” down arrow to select JPEG (that is the jpg format)
Mind you, the JPG you get will be of a low quality, I would recommend a free package like the GIMP to select the quality of Jpeg you need.
I use this occasionally:
http://www.irfanview.com/
It might help to know what format the ‘Picture Images’ are in to start with.
It varies. I get them offline for work-related reasons.