I don't think you can convert an image to a Word document, but you could place the JPEG into a Word document using the Insert > Object command in Word.
For other questions relating to Word, you will probably have more luck getting an answer if you post on the Microsoft forums (we can help if you're using Acrobat, or another Adobe product, but you'll find the Word experts on the Microsoft forums.)
I don't think you can convert an image to a Word document, but you could place the JPEG into a Word document using the Insert > Object command in Word.
For other questions relating to Word, you will probably have more luck getting an answer if you post on the Microsoft forums (we can help if you're using Acrobat, or another Adobe product, but you'll find the Word experts on the Microsoft forums.)