If the JPG file contains a live, production-level private key used for business servers or financial authentication, do not upload it to a free online converter website . Malicious or poorly secured sites can log your private key, entirely compromising your security network.
A JPG cannot become a PFX because a PFX requires cryptographic keys. However, you can create a using an image. This is common for:
Use OpenSSL to keep your private key secure on your own machine.